The 2nd link you posted gtr1.net: GTR1 Backtester
throws a GTR1 error: "Variant 0: Corrupt or obsolete cache file (c1/dba26c96a57534bd10807d172e6480a1 is in state -99) [5373]."
Maybe it'll straighten itself out in a few hours.

The 1st link runs ok. gtr1.net: GTR1 Backtester
I downloaded the daily values and could not tell when the BCC had it going to cash. I tested that by seeing if two successive days had the same value. But of course that won't work if GTR1 imputes a dividend on the cash.

Loading the cycle 0 data into my spreadsheet (note, the MaxDD is the 12-month, not alltime):

Cycle 0, no timing
CAGR      25.0%
Stdev     35.0%
MaxDD(12) -63%
Sortino   1.29

Cycle 0, with timing 52 wk SMA, -4% below ^IXIC 
CAGR      22.9%
Stdev     30.1%
MaxDD(12) -37%
Sortino   1.41

Cycle 0, with timing 64 wk SMA, -4% below ^GSPC
CAGR      23.1%
Stdev     31.2%
MaxDD(12) -50%
Sortino   1.33

For comparison, with the BCC data:
CAGR      23.6%
Stdev     30.5%
MaxDD(12) -44%
Sortino   1.46

These are all pretty darn close. Just choose whichever combination of CAGR, Stdev, MaxDD, and Sortino you prefer.
The CAGRs for BCC range from 23.349739 to 28.411659 and
with no BCC from 24.967045 to 31.041727.

Hmmm, I wonder if this BCC calculation doesn't have an inadvertent lookahead bias. That is a very common problem and very easy to make. I made this mistake myself in the first iteration of my spreadsheet.
When changed from "ratio(gprc(1)" to "ratio(gprc(2)" the CAGR range becomes 22.235964 to 26.787621.
"ratio(gprc(3)" goes to 22.135351 to 26.537304
Big difference in outcome between 1 and 2, very little between 2 and 3.
A one day change in the SMA comparison should not have a significant change in outcomes, so there is reason to suspect a lookahead error.

With the BCC data using "ratio(gprc(2)"

CAGR      21.1%
Stdev     30.7%
MaxDD(12) -46%
Sortino   1.27

Big difference between 23.6% and 21.1%.

Oh, "Close all liquid positions on any market dates where [BCC] == 0"
This BCC does the timing on a *daily* basic. That is unrealistic and would cause a lot of in and out trading. A real-world portfolio would only check timing signals on the regular trade day, or perhaps weekly. Not every day.