diff --git a/tests/test_examples.py b/tests/test_examples.py
index 2399064e..0277065e 100644
--- a/tests/test_examples.py
+++ b/tests/test_examples.py
@@ -13,6 +13,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from functools import partial
+import gc
 import tarfile
 
 import matplotlib
@@ -53,6 +54,20 @@ class ExamplesTests(WithTmpDir, ZiplineTestCase):
             serialization='pickle',
         )
 
+        # We need to call gc.collect before tearing down our class because we
+        # have a cycle between TradingAlgorithm and AlgorithmSimulator which
+        # ultimately holds a reference to the pipeline engine passed to the
+        # tests here.
+
+        # This means that we're not guaranteed to have deleted our disk-backed
+        # resource readers (e.g. SQLiteAdjustmentReader) before trying to
+        # delete the tempdir, which causes failures on Windows because Windows
+        # doesn't allow you to delete a file if someone still has an open
+        # handle to that file.
+
+        # :(
+        cls.add_class_callback(gc.collect)
+
     @parameterized.expand(examples.EXAMPLE_MODULES)
     def test_example(self, example_name):
         actual_perf = examples.run_example(