I don't know if GTR1's capabilities extend to dynamically adjusting signal states based on results within a backtest period. Not answering the call to more analysis directly, but here are some resources from the archives / FAQ / datahelper on the 99day rule about the extensive drlll-around tests that were done historically.

http://www.datahelper.com/mi/search.phtml?nofool=y... - summary of effects of combinations of the bear catchers on common metrics (Klouche).

http://www.datahelper.com/mi/search.phtml?nofool=y... - BarryDTO's work on parameterizing BCIII/DBE and others against different universes. Whole thread view: http://www.datahelper.com/mi/search.phtml?thread=3...

It's easy enough to download the S&P or any index data for several years to a CSV, upload to Sheets/Excel, calculate the 99day signal standard in 1 column, then next to it add those conditions in calc/formula columns. Those adjustments are interesting to think about; at the risk of added complexity.

The prompt is, would those parameters get you in significantly earlier in a rising bull that lasts, or get you out significantly earlier in a bear that does some real damage?

RayVT's post here on the value of timing and pitfall (mainly, investor psychology and the will to act when triggered) was as on point 9 years ago as it is now: http://www.datahelper.com/mi/search.phtml?nofool=y...