Check the xls sheet , it has exit dates/PnL info. You will find all current running stocks exits on last month. This includes some of the good performing stocks which are there from long time - so returns are more on last month.

To backtest dual momentum,

I created "group" with GoldBEES and NIFTY200 and used it. Got 18% CAGR for 2017 Jan to 2025 july.

Let me know what other configs will give better results .

Hi Krishanu,

Can you please share your Strategies settings for above results?