Subject: Re: Portfolio123 Testing 2026
*** 5. Replicate indexes: RSP, EWRS, QQQE ***

There is good agreement between GTR1 and P123 for these screens, with the CAGRs close, and CorMER near 1.

  Screen   GTR1   P123   diff   CorMER
 SP500ew   12.0%  12.0%  0.0%    0.64
SP1500ew   11.3%  11.4%  0.2%    0.99
RS2000ew   9.0%   9.5%   0.5%    1.00
NasBig100  13.9%  12.3%  -1.6%   0.94

(RSP is used as the benchmark when calculating CorMER, and this lowers CorMER for SP500ew.)

=== screen definitions ===

P123 {SP500ew}
Universe(SP500)
Rebalance every 13 weeks, 0% Slippage, Equal weight

P123 {SP1500ew}
Universe(SP1500)
Rebalance every 13 weeks, 0% Slippage, Equal weight

P123 {RS2000ew}
Universe(ALLFUND)
!IsOTC & !IsUnlisted & !IsMLP & !IsADR
SecurityType = Common
MktCap >= 0
SetVar(@nMktCap,FOrder("MktCap", #Previous, #DESC, false, #ExclNA))
@nMktCap <= 3000 // return the biggest stocks
@nMktCap > 1000
13 week rebalance, 0% Slippage, Equal weight

P123 {NasBig100}
Universe(ALLFUND)
ExchangeCode = 14 //NASDAQ
RBICS(REIT) = 0
FOrder("MktCap", #Previous) <= 100
13 week rebalance, 0% Slippage, Equal weight

=== links ===

https://gtr1.net/2013/?~gSP500...
https://gtr1.net/2013/?~gRS200...
https://gtr1.net/2013/?~gSP150...
https://gtr1.net/2013/?~gNasBi...