Overlaps GTR1 backtest is flawed.

I believe the "overlaps" backtest as linked in post #5663 is wrong.

The idea is to invest monthly in the stocks that are common between the top 5 picks of two related Nasdaq 100 screens. The screens are "9-month Relative strength" and "price/(52-wk high + 52-wk low)" top 5.
The holding period in all these screens is 20 market days.
There can be anywhere between 0 and 5 stocks in the overlap screen, depending on the stocks in the top 5 of both screens. 0 if no stocks are in common, 5 if the same stocks are in common.

I downloaded the daily screen values and the stocks count and lined up the values with the counts.

The problems are:
1) The number of overlap stocks changes from day to day, even though the picks are made on the first day of the holding period.
2) The portfolio daily values change even when the overlap screen has 0 (zero) stocks.

Ex 1:

Date    Cycle       value     Day return          Date      Count
19851021  0         1.28      -1.47%              19851021  2
19851022  1         1.29       1.04%              19851022  3
19851023  2         1.32       1.73%              19851023  2
19851024  3         1.35       2.34%              19851024  3
19851025  4         1.35      -0.08%              19851025  2
19851028  5         1.33      -1.16%              19851028  2
19851029  6         1.35       1.36%              19851029  2
19851030  7         1.34      -0.53%              19851030  2
19851031  8         1.33      -0.96%              19851031  2
19851101  9         1.35       1.61%              19851101  3
19851104  10        1.34      -0.35%              19851104  3
19851105  11        1.34      -0.18%              19851105  3
19851106  12        1.35       0.25%              19851106  4
19851107  13        1.35       0.00%              19851107  4
19851108  14        1.36       0.99%              19851108  2
19851111  15        1.39       2.40%              19851111  3
19851112  16        1.38      -0.58%              19851112  3
19851113  17        1.35      -2.19%              19851113  3
19851114  18        1.34      -0.88%              19851114  2
19851115  19        1.34      -0.39%              19851115  3

Ex 2:

Date    Cycle       value     Day return          Date      Count     CNT == 0?
20220125  0         47,964.74 -6.22%              20220125  1
20220126  1         47,648.43 -0.66%              20220126  1
20220127  2         47,397.14 -0.53%              20220127  0         zero
20220128  3         49,583.18  4.61%              20220128  0         zero
20220131  4         52,233.15  5.34%              20220131  0         zero
20220201  5         53,101.24  1.66%              20220201  0         zero
20220202  6         54,454.34  2.55%              20220202  0         zero
20220203  7         52,190.98  4.16%              20220203  0         zero
20220204  8         55,236.33  5.84%              20220204  0         zero
20220207  9         53,986.91 -2.26%              20220207  1
20220208  10        55,329.46  2.49%              20220208  1
20220209  11        57,961.86  4.76%              20220209  1

The screen: http://gtr1.net/2013/?~Nas100_Mom9_PHL252_OverlapT...

I am not sure how to fix this overlap backtest. It appears that maybe the stocks in the source screens are not nailed down on the first day of the holding period, but are re-evaluated every day. I am not conversant enough in GTR1 to check or correct this.

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