Need help for position sizing through volatility ratio afl

#1
Hello all,

Would like to ask for help in my exploration afl base on the paper below from this link:
https://cssanalytics.wordpress.com/2010/06/14/targeted-volatility-analysis/

Ive come up with this:

pchg=(C/Ref(C,-1));
std10=StDev(pchg,10)*sqrt(10);
avestd=MA(StDev(pchg,252)*sqrt(10),252);
pos_size=avestd/std10;

Filter=1;

AddColumn(pos_size, "Position Size", 1.2);

But I cannot seem to get the correct afl... it keeps on giving me more than 2. It should have values only from 0-2.

Dont know if my analysis to the paper is correct.

Please help... :(
 

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