Background/Objectives: Improving sparse testing is essential for enhancing the efficiency of genomic prediction (GP). Accordingly, new strategies are being explored to refine genomic selection (GS) methods under sparse testing conditions. Methods: In this study, a sparse testing approach was evaluated, specifically in the context of predicting performance for tested lines in untested environments. Sparse testing is particularly practical in large-scale breeding programs because it reduces the cost and logistical burden of evaluating every genotype in every environment, while still enabling accurate prediction through strategic data use. To achieve this, we used training data from CIMMYT (Obregon, Mexico), along with partial data from India, to predict line performance in India using observations from Mexico. Results: Our results show that incorporating data from Obregon into the training set improved prediction accuracy, with greater effectiveness when the data were temporally closer. Across environments, Pearson’s correlation improved by at least 219% (in a testing proportion of 50%), while gains in the percentage of matching in top 10% and 20% of top lines were 18.42% and 20.79%, respectively (also in a testing proportion of 50%). Conclusions: These findings emphasize that enriching training data with relevant, temporally proximate information is key to enhancing genomic prediction performance; conversely, incorporating unrelated data can reduce prediction accuracy.