9-12 month mo works but 9 is best in backtests

GTR1 shows 12 is better than 9. Not much though. 0.3% to 0.6%

Again, I do not know why we are getting different results. I'm thinking that it must be because we are using different data sources. But the differences are so small that it's probably just minor differences in the exact figures. Round off to zero decimal places and we get the same results.
GTR1 reports data out to 6 decimal places -- which is just ridiculous.

From GTR1:
19850201 to 20251128

Top 10, 252 days (12 months)
          Avg       Min       Max
CAGR:     24.625883 23.190943 26.638947

Top 10, 189 days (9 months)
          Avg       Min       Max
CAGR:     23.300272 21.831718 26.605984

Top 10 HTD 12, 252 days (12 months)
          Avg       Min       Max
CAGR:     24.519554 22.958212 26.837484

Top 10 HTD 12, 189 days (9 months)
          Avg       Min       Max
CAGR:     23.603947 22.298716 26.066774

Ah, I'm using 0.25% friction on all sales. That surely makes a difference.

Maybe it depends on the start date?
Maybe because I require initial price to be more than $10? To avoid penny stocks, but have there ever been penny stocks in the Nas100? IDK.

20010201 to 20251128

Top 10 HTD 12, 252 days (12 months)
          Avg       Min       Max
CAGR:     15.312686 13.922186 16.894257 

Top 10 HTD 12, 189 days (9 months)
          Avg       Min       Max
CAGR:     15.393602 13.852866 16.735155 

9 better than 12 by 0.08% on average. But 12 better than 9 for min & max.

These differences are so small it is just random noise. There is no reason to prefer one over the other.

OTOH, 6 months is not good.
Top 10 HTD 12, 126 days (6 months)
          Avg       Min       Max
CAGR:     12.848204 10.670835 14.536878 

As is 15 months.
Top 10 HTD 12, 315 days (15 months)
CAGR:     12.625591 11.064657 14.364594

13 months not so great either
CAGR:	13.054716	10.581337	14.954453	

Looks like 12 month lookback is the upper limit. Looks like anywhere 8-12 months is good.