Not that anybody cares, or maybe it's just me being difficult (per wife) or pedantic (per me) but ...

SMA 325 vs. the more standard 200 smells like data-dredging. But, whatevver, 10 months, 12 months, 15 months, 200 days, 43 weeks .... you could make an argument for any of them.

OMG! I looked at the BCC definition and got dizzy
"lf-1lp-1h1::BCC:gt0:SMADiff:imports(0,SMADiff,1,0):NHNLRatio:imports(1,NHNLRatio,1,0):BCIII:imports(2,BCIII,1,0):BCC:linear(1,ifgt(SMADiff,0,1,0),2,ifgt(NHNLRatio,1,1,0),4,BCIII){lf-1lp-1h1::SMADiff:gt0:SMADiff:linear(1,sma(1,200),-1,sma(11,200)){U:{!GSPC}}}{lf-1lp-1h1::iflt(linear(1,ord(1),-1,date2ord(19731217)),0,3,excd.a)et3:styp.a:et10!11!18!48:dspo(1)al252:NHNLRatio:et-1:CountOfHighs:sum(ifgt(ratio(gprc(1),hgprc(2,251)),1,1,0),1,step3):CountOfLows:sum(iflt(ratio(gprc(1),lgprc(2,251)),1,1,0),1,step3):WeightedCountOfHighs:sgwsum(CountOfHighs,0,9,8,7,6,5,4,3,2,1):WeightedCountOfLows:sgwsum(CountOfLows,0,9,8,7,6,5,4,3,2,1):NHNLRatio:ratio(WeightedCountOfHighs,WeightedCountOfLows)}{lf-1lp-1h1::BCIII:et1:BCIII:sgmax(ifgt(ratio(gprc(1),hgprc(2,98)),1,1,0),0,99){U:{!GSPC}}}{U:{lf-1lp-1h1::pref(sp500.a,sp90.a)et1:rank(class.a,permco.a,step1)et1:MktCapWt:gt0:MktCapWt:product(aprc,ifet(styp.a,30!31,sho.a,cso.a)):wtf:MktCapWt}}"

That looks kind of like what we used to write as a complicated TECO expression. "Write-only code" Heh.


Timing
If you turn off the timing ("BCC = 99999") you get CAGR 25.1% vs. 26.7% and GSD 36% vs. 33%. Not a great lot of difference.

I hate to overburden a backtester to try to jam some sort of timing into it. Plus my favorite timing strategy (GTT*) isn't done in any backtester. Probably can't be. Also I'm a complete GTR1 neophyte.
The above BCC is so complex I would have ZERO confidence in it.

What I do is check "[x] Portfolio Values: Download daily portfolio values" to create a spreadsheet. I have another program that spits out daily/weekly/monthly timing signals, which I insert into the same spreadsheet and then apply those signals to the GTR1 values. Actually I compute the daily/weekly/monthly returns from the values, and then use either that or 0% (i.e., cash) as the timed period return.
That's a bit of fiddly work, so I don't do it unless the strategy looks pretty good even without timing.

Actually I lie. For a Nasdaq 100 screen I use Jim's "QQQ, no new 90 day high in the last 90 days" for timing. That seems to work better than S&P500 timing.


* GTT = growth and trend timing, which uses two FRED indexes of the economy to gate the SMA sell signal.