QuantConnect Lean Adds Benchmark Disable Feature

Open-source algorithmic trading engine QuantConnect Lean has added the ability to disable benchmarks via SetBenchmark(null) calls. Previously, comparing strateg

QuantConnect Lean — C#/Python Backtesting & Live Trading Engine · Release 18149: Support SetBenchmark(null) to disable the benchmark (#9856) · 2026-10-01

Open-source algorithmic trading engine QuantConnect Lean has added the ability to disable benchmarks via SetBenchmark(null) calls. Previously, comparing strategy performance against a specific benchmark (e.g., SPY) was mandatory, but users can now view absolute returns without a benchmark. This is useful for cases where no appropriate benchmark exists, such as cryptocurrencies or specialized asset classes.

weltiq perspective: weltiq users can leverage this when evaluating pure strategy performance without benchmark comparison during backtesting, particularly useful when trading asset classes unrelated to traditional indices.

Release Notes Excerpt

Co-authored-by: Claude Opus 5.5 (1M context) noreply@anthropic.com

Source: https://github.com/QuantConnect/Lean/releases/tag/18149