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.

I think we need somebody who has the ability to see which stocks are picked for each screener on a couple of identical dates. Then manually do the calculations and see which stocks are picked.

It could be that the data in the database(s) have errors. P123 claims theirs is verified to be correct.

Can you create a price chart of the P123 backtest and compare to the price chart of gtr1 backtest? It is possible that P123 has a database error at some particular date.

Testfol.io says QQQ is 18.98% from 1/2/2020-6/25/2025. I find it hard to believe that the monthly top 10 screen falls so far below that.

Changing the gtr1 step to "tr(1,253) top 100" gets 9.9% CAGR.
With "equal weight every 0 holding periods" instead of 1. Implying that QQQE is not a great plan.


This is great fun. ;-)