Interestingly to me, Yahoo Finance which shows close and adjusted close, has the same values before and after the NFLX split date. So, getting the actual price of a stock is not straightforward. Google Finance is the same.

Yahoo used to show the actual prices & dividends, you had to adjust for the splits yourself. I had code in all my screen scripts & programs & spreadsheets to adjust for splits.
Sometime around early(ish) 2025 they, without any notice, started reporting those as split adjusted. So I had to rip all that code out.

In the yahoo "Historical Data" page it shows splits & dividends interspersed with the prices. A bit of a PITA if you grab the data using cut/paste. If you grab the data with the undisclosed API, all three are separate.


As an aside, when using the step aprc(1,252) > 10, you are actual checking the adjusted price a year earlier, not the actual price. So you may be eliminating stocks that had an actual price greater than $10.

That's ok. It's close enough. It's just an attempt to exclude penny stocks. Nobody splits a stock where the after-split price is going to be less than $10. Anyway, the reported CAGR is only a small bit different with or without this.

Maybe a market cap cutoff would accomplish that just as well. The glossary says "an investment's values in cso.a (actual shares outstanding) and aprc (actual price) can be multiplied to get market capitalization, provided the lag specified for cso.a matches the share_lag argument specified for aprc (if the two lags differ, then a split between the two market dates used for retrieving values makes them incommensurable)."

Aside: reading the GTR1 writeups is like spelunking, there are little gems scattered throughout. Or playing Zork, where something in one place sheds light in another place far away.



musselmant: "Depending on #of stocks in some strategies I am testing using intraday high or low instead of close can add 6% to the cagr of the strategy, so if you can test your strategy with both you should. 6% is not randomness."

Since GTR1 uses close and not intraday, we don't have that ability. So evidently GTR1 backtests are on the low side and not the high side. That's ok. I'd rather get more return than expected rather than less.
We shouldn't complain about free ice cream.