It would seem that with a high volatility screen like this that a shorter moving average timing would be better than a longer SMA period.
It's hard to compare the results of different timing periods by just looking at the overall long-term returns or even by looking at a few chosen time periods. A great overall return might be hiding a 5 or 10 year period with absolutely TERRIBLE losses. Losses that would cause anyone to throw in the towel.

A good bit of information would be to look at all the rolling N-year periods in the long-term run. This backtest, 1985 to 2025, is 40 years. The rolling periods start every month. I examined several rolling periods, so we can get an idea of what we might encounter.

There are 480 rolling 1-year periods, 432 rolling 5-year periods, 372 10-year periods, and 312 15-year periods.

Each month buy/hold the top 10 Nasdaq-100 stocks with the highest 52 week price momentum. Keep any existing holding that is still in the top 12.

First, CAGRs without timing.

# Yrs --> 1         2         3         5         10        15
# >0      387       406       406       416       361       312       
# <0      93        62        50        16        11        0         
Win %     81%       87%       89%       96%       97%       100%      

Yrs -->   1         2         3         5         10        15        
Avg       28.9%     25.2%     23.4%     22.9%     21.8%     20.2%     
Med       25.7%     23.5%     22.6%     23.6%     20.8%     18.8%     
Min       -63.1%    -48.5%    -32.5%    -15.8%    -4.6%     4.2%      
Max       230.9%    142.9%    114.5%    78.1%     53.2%     46.0%     

2/3 range 10.6%     15.5%     16.5%     15.5%     18.1%     16.8%     <<--- 1/3rd are worse & 2/3 are better.
95% range -30.9%    -16.5%    -5.1%     0.8%      3.7%      10.4%     <<--- 5% are worse &  95% are better.

The thing that is quite important is the worst return (read: loss) of a multi-year period. A large loss over 2 or 3 years will cause people to abandon a winning screen.

Timing is applied at the trade day of each month (month = 21 trading days), using the most recent N week SMA of the S&P500 index. Sell when the current price is 1% below the SMA, buy when at or above the SMA.

CAGR of 43 week (215 day) SMA

# Yrs --> 1         2         3         5         10        15
# >0      379       415       433       424       372       312       
# <0      86        53        23        8         0         0         
Win %     82%       89%       95%       98%       100%      100%      

Yrs -->   1         2         3         5         10        15        
Avg       26.1%     23.7%     22.4%     22.2%     22.4%     21.8%     
Med       18.8%     20.0%     20.8%     21.2%     21.2%     19.8%     
Min       -32.6%    -16.8%    -8.2%     -4.6%     3.7%      9.7%      
Max       230.9%    134.2%    109.4%    75.5%     46.8%     41.2%     

2/3 range 9.4%      13.3%     14.1%     15.6%     16.7%     17.7%     <<--- 1/3rd are worse & 2/3 are better.
95% range -14.4%    -5.8%     0.1%      2.2%      8.2%      12.1%     <<--- 5% are worse &  95% are better.

CAGR 65 week (215 day) SMA

# Yrs --> 1         2         3         5         10        15
# >0      389       431       447       430       372       312       
# <0      60        28        9         2         0         0         
Win %     87%       94%       98%       100%      100%      100%      

Yrs -->   1         2         3         5         10        15        
Avg       27.8%     25.6%     24.3%     24.3%     24.7%     24.6%     
Med       20.7%     21.8%     23.2%     22.6%     23.2%     24.3%     
Min       -32.6%    -17.4%    -3.5%     -1.1%     7.2%      13.6%     
Max       230.9%    142.9%    114.5%    78.1%     47.9%     41.9%     

2/3 range 10.0%     14.0%     15.0%     17.6%     20.2%     20.4%     <<--- 1/3rd are worse & 2/3 are better.
95% range -14.3%    -3.1%     2.7%      4.9%      12.8%     15.9%     <<--- 5% are worse &  95% are better.

Compare the number of multi-year periods with losses for the different timing schemes.
For 3-year periods 50 had a loss without timing, 23 had a loss with 43 week timing, and 9 had a loss with 65 week timing.
For 5-year periods the respective numbers with a loss were 16, 8, and 2.