Subject: Re: NDX 100 Momentum Strategy - Code Repository
Side-by-side comparison of CAGR (our single start date vs GTR1's average across ~21 start dates):

Top N GTR1 Avg Ours Diff
10 22.1% 21.9% -0.2
9 22.6% 19.8% -2.8
8 23.9% 22.9% -1.0
7 24.2% 22.2% -2.0
6 23.1% 21.3% -1.8
5 23.3% 24.5% +1.2
4 24.2% 28.4% +4.2
3 27.3% 31.8% +4.5
2 32.8% 31.5% -1.3
1 30.2% 28.6% -1.6