I'm using portfoliovisualizer with their "dual momentum" function, I have selected out of market asset as cash, and left everything else as default - hopefully this link takes you straight there. (https://www.portfoliovisualizer.com/test-market-timing-model#analysisResults).
Looking at the Cash (CASHX) returns per month - which is the 3 month Treasury Bill. I have not been able to replicate their monthly results. I was wondering how/what I am doing wrong... they state their data source as (https://fred.stlouisfed.org/data/DTB3.txt) which is the daily rate. I have tried various ways but I can not get the same result. For Example March, Feb, Jan 2021 they get 0.00%, 0.01% and 0.01% respectively.
Assistance will be greatly appreciated - I am probably doing something very silly.