Subject: Re: twice the Nasda100 CAGR with simple criteria
Valu3hunter: Rebalance every 4 weeks, max 10 stocks, and no slippage/carry cost.
From 01/01/2020 to present, I am showing an annualized return of 14.79% versus QQQ at 18.92%.

I just tried to verify your results on P123. When you backtest on 123 from 01/01/2020 they use a rank date of 12/28/2019 for their buys on 01/01/2020 according to their buy date which is interesting as the market wasn’t open on New Year’s Day. To match up with gtr1 which will only allow you to enter a valid trade date I used 20200102 for both systems.

For P123 I used: Universe Nasdaq 100, Ret%Chg(253), hold 10 stocks. Which used the data of 12/28 first buy on 1/2/2020. Note I changed your Ret1Y%Chg to Ret%Chg(253) to make sure it was using recent info.
No slippage, No carry and the return! To 6/08/2025 the last 4 week cyclt. CAGR 12.41%

For GTR1 I used: nas100.a != null, tr(1,253) top 10, 20 day (4 week) cycle.
No slippage, No carry and the return! CAGR 20.67%

Looks like unless someone else can find an error in our screens the results should not be this far off.
Tried more and less stocks, changed to weekly rebalance the discrepancy is still there.