Start them on same day and with same capital. They have then very similar trades. I have found that otherwise the trades can be very different.
This is interesting. For the Z12 system, I suspect that once the system consumes enough margin, several entry signals get ignored because there is no margin for their respective trades. Therefore, starting at different times would result in different trades with different profits.
Whereas, using a portfolio rotation algorithm, the positions are sized on an absolute basis on regular intervals, in consideration of all trading signals. And therefore, you can expect different people trading the same rotation system to have comparable performances.