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No. of Recommendations: 8
I repeated the OP analysis with 3-month holds, and got similar results. For mega-caps, the top market cap stock has lower returns, and adding a earnings growth sort increases returns. The mega-cap with the highest EG has lower returns.

                           19851231  19570301  from
final sort N OP 19981231 20220126 to
MktCap Top 1 7% 10 7
MktCap Top 3 16% 16 11
MktCap Top 5 15% 17 11
MktCap 6 to 10 19% 20 9
MktCap 11 to 30 20% 21 10

19880302 19880302 from
final sort N OP 19981231 20220126 to
EG Top 1 13% 4 5
EG Top 3 30% 21 11
EG Top 5 26% 24 13
EG 6 to 10 21% 21 14
EG 11 to 30 18% 20 11

EG #2 31% 22 8
EG 2 to 3 37% 29 13
EG 2 to 4 32% 30 14
EG 2 to 6 28% 29 14

https://gtr1.net/2013/?~SP100EG:h63::sp500.a:et1:rank%28clas...

I did additional backtests with each holding 5 stocks. {SP100} highest CAGR was positions 2 to 6. {SP100EG} highest CAGR was positions 4 to 8.

{SP100} highest CAGR is param0=6, using a final sort of:
MktCap top param0
MktCap bottom 5

param0  CAGR  GSD
5 10.5 17.7
6 11.0 18.0
7 9.4 18.4
8 9.1 18.7
9 9.4 19.0
10 8.9 19.2
15 9.4 19.5
20 8.9 19.1
30 10.0 19.4
50 10.2 21.0
100 9.3 21.2


{SP100EG} highest CAGR is param0=8, using a final sort of:
EG top param0
EG bottom 5

param0  CAGR  GSD
5 13.1 25.2
6 14.1 25.1
7 14.0 25.1
8 14.1 24.9
9 14.0 24.7
10 13.9 24.4
15 8.9 23.2
20 11.4 21.1
30 12.1 19.6
50 9.7 18.1
100 9.9 24.2
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