reverse
Sounds like a short somewhere. The ECU turns that on when they are stuck in reverse. Not sure on your sled but other Polaris machines run power to the light and when in reverse the ECU grounds the circuit to turn on the light and reverse the engine. If the line is shorting to ground some where then the light wiill stay on all the time. I would look at the connector on the back of the gauge and see it you have a pin touching or something. Could also be in the gauge I guess, pull yours out and go plug it into another sled and see if it does the same thing.
