The adept RAMc wrote: Has BCC helped a well-known screen?

I expect adding BCC to a screen will lower both CAGR and GSD, with high GSD screens showing the biggest change. To test my expectations, I looked at results for 3 screens and 3 indexes. Selling when BCC=0 had these effects:

Risk measures (GSD, LDDD3, MDD, UI) were all improved.
5 out of 6 CAGRs were improved slightly.
SAWR and Sharpe were all improved slightly.
On average, all metrics improved except there was slightly higher turnover (AT).

   Screen     CAGR  SAWR  GSD   LDDD3  MDD   UI   Sharpe  Beta   TI   AT
  average     18.8  8.2   26.6    12   -60  15.1   0.65   1.05  16.0  4.0
average_BCC0  19.8  9.6   24.0    10   -48  12.5   0.75   0.81  20.6  4.3

I don't see any relation between a screen's GSD and the change in GSD with BCC timing. The 3 indexes showed the largest changes in GSD, but had lower GSDs than the 3 screens. I will have to review my expectations, but have continued confidence in BCC=0 timing.

        Screen          CAGR  SAWR  GSD   LDDD3  MDD   UI   Sharpe  Beta    TI    AT     From       To
  SP500MktCapWeight     10.9  6.6   16.6    10   -54  11.5   0.48   1.00   7.3   0.2   19570301  20251128
   SP500EqualWeight     12.0  8.0   19.1    10   -60  10.5   0.50   1.07   8.0   0.3   19570301  20251128
  SP1500EqualWeight     12.0  8.4   20.2    10   -60  10.6   0.49   1.10   8.0   0.3   19570301  20251128
   Gentle_Screamers     16.4  4.9   28.0    14   -60  21.1   0.62   0.82   18.6  10.5  19870302  20251128
       VG_Horse         35.7  10.6  33.7    10   -52  13.3   1.09   0.91   35.2  8.5   19870302  20251128
    Nas100Momentum      25.8  10.7  42.1    17   -74  23.8   0.74   1.40   18.7  4.2   19850201  20251128
        average         18.8  8.2   26.6    12   -60  15.1   0.65   1.05   16.0  4.0
 
SP500MktCapWeight_BCC0  12.4  8.5   13.8    7    -34  7.0    0.65   0.72   11.5  0.9   19570301  20251128
SP500EqualWeight_BCC0   13.4  9.9   15.7    7    -39  7.3    0.65   0.77   12.2  0.9   19570301  20251128
SP1500EqualWeight_BCC0  13.3  9.3   16.8    8    -42  8.0    0.62   0.79   12.0  1.0   19570301  20251128
Gentle_Screamers_BCC0   17.4  5.5   26.7    12   -57  18.6   0.68   0.71   22.4  10.2  19870302  20251128
    VG_Horse_BCC0       34.6  11.5  31.1    9    -51  12.5   1.11   0.73   42.3  8.3   19870302  20251128
  Nas100Momentum_BCC0   27.5  12.8  39.8    14   -66  21.4   0.80   1.17   23.1  4.3   19850201  20251128
     average_BCC0       19.8  9.6   24.0    10   -48  12.5   0.75   0.81   20.6  4.3
 
chg_SP500MktCapWeight   1.5   1.9   -2.8    -3   21   -4.5   0.17   -0.28  4.2   0.7
 chg_SP500EqualWeight   1.4   1.8   -3.4    -3   21   -3.2   0.15   -0.30  4.2   0.6
chg_SP1500EqualWeight   1.3   0.9   -3.4    -3   18   -2.7   0.13   -0.31  4.0   0.6
 chg_Gentle_Screamers   1.0   0.6   -1.3    -1    3   -2.5   0.05   -0.11  3.8   -0.3
     chg_VG_Horse       -1.1  0.9   -2.6  -0.4    1   -0.8   0.02   -0.18  7.1   -0.2
  chg_Nas100Momentum    1.7   2.0   -2.3    -3    7   -2.4   0.06   -0.23  4.4   0.1
      chg_average       1.0   1.3   -2.6    -2   12   -2.7   0.10   -0.24  4.6   0.3