@rki looks like you found your answer

can confirm variance in results. had somewhat better results after translating Ehler's code manually
(although my implementation felt way too sluggish)

Yes, the variance in results in huge.
I tried all the methods - Dual, Homodyne, Talib, Autocorrelation, Zero Crossings, Phase Accumulation

The results vary significantly with each other and with Zorro. the DominantPeriod can be very different based on what method is chosen.
I can confirm that PhaseAccumulation is closest to what Zorro shows but only with about a 70% correlation

Monte Carlo Analysis... Median AR 297%
Win 1074$ MI 11367$ DD 7.13$ Capital 22155$
Trades 77 Win 98.7% Avg +16.7p Bars 18
CAGR inf% PF 21766.01 SR 56.55 UI 1% R2 0.70

Monte Carlo Analysis... Median AR 25%
Win 326519225$ MI 1090387635$ DD 15903642$ Capital 162169$
Trades 768 Win 97.5% Avg +11.7p Bars 26
CAGR inf% PF 28908.96 SR 19.27 UI 2% R2 0.00

bro do you even 6 digit profit factor?


Monte Carlo Analysis... Median AR 29%
Win 523935253$ MI 1749644359$ DD 19736785$ Capital 137078$
Trades 689 Win 99.1% Avg +14.0p Bars 32
CAGR inf% PF 132042.12 SR 19.76 UI 2% R2 0.00

INFINITE PROFIT FACTOR!!!111111ELEVEN

Monte Carlo Analysis... Median AR 54%
Win 3763$ MI 6055$ DD 30.29$ Capital 28094$
Trades 519 Win 99.8% Avg +26.1p Bars 33
CAGR 1228591501148160.00% PF inf SR 25.75 UI 1% R2 0.48