mdd -62.96

That BCC step isn't doing much of anything.
The purpose of timing is to avoid the full brunt of a large decline, not to improve the return.

What's the purpose of the 3 day lag?
Although I could see that might help you avoid some stock like LITE which had a 1 day gain of 11% when it suddenly popped on the screen at #2 position at 1026% in 52 week momentum.*

Lag 1 or lag 3 doesn't have much difference in the backtest. Harder to do in real life, too. But I guess you could run the screen on Monday and do the trades on Thursday.

I have fantasies of trading this 5 stock portfolio when the portfolio has grown to $500,000. ;-)
Merrill already gives me grief for many of the stocks & ETFs I try to buy. Some they just flat-out refuse to let you buy. I wonder what they'd think when a private investor places a $100,000 buy order. I expect to have the phone ring about 10 seconds after I clicked the SUBMIT button, them asking if I did it or if some scammer got into my account. (That happened once at BrownCo, when I accidently clicked SELL instead of BUY.)

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* I went to buy it on the 21'st, it opened at 870, put in a bid inside the spread at 903 and watched it rise steadily all day long, running away every time I increased my bid. Never got it, it topped out at 977.
I got pissed at myself, missing out due to being greedy and trying to buy well below the ask. Almost just went with the next stock, then I remembered "Discretion over buy-and-sell decisions in aggregate can turn a model that generates a market beating return into a sub-par return. IOW, follow the signals religiously!"
So I waited a few days, saw the drop back toward 900, bought at 921, then kicked myself when it dropped down to 810.
Yeah, and today it closed at 1029.