That is exactly right Chuck. The close range will tell you lies as to what the load is doing. Id say from the bench to 15 yds all youre reading is where the sights are pointed, and of course shooter fundamentals.
My advice for you is one of 2 things.. Mount a scope to your handgun so as to aide in keeping an exact POA at 25-30 yds.. OR, select a middle of the road load for your 124 gr 9mm loads and be happy with the accuracy you get. Unless the handgun is an uber accurate target gun, the middle of the road load may be the only practical choice anyway.