Visual Calculation Vs DAX Vs WIN Function

Oded-Dror you should use year month column and year-month sort column in the summarization, and the same for order by.

Thank you for your replay but still produce same wrong result.

Oded-Dror try this:

AVERAGEX (
    WINDOW ( 
        -2, REL, 
        0,  REL,
        ALLSELECTED ( 'Calendar'[Year Month Sort], 'Calendar'[Year Month] ),
        ORDERBY(
             'Calendar'[Year Month Sort], ASC  )
    ),
    [Sales Amount]
)

Still same wrong result.

Oded-Dror which one is your sort column?

Oded-Dror in the order by you will be using the sort column not the one on the display (Year Month Short).

Year Month Short column is sorted on another column, and that will be in the order by. 

When Time Intelligence fuctions are executed, an ALL(), by default, is automatically appended by DAX engine to calculate correct dates; whereas there's no such behaviors for WIN functions. Thus, explicitly remove filtering from 'Calendar'[Year Month Short].

I presume you set up correct relationship between calendar and sales table, the measure can be as simple as

AVERAGEX(
    WINDOW( -2, REL, 0, REL, ORDERBY( 'Calendar'[Year Month], ASC ) ),
    CALCULATE( [Sales Amount], ALL( 'Calendar'[Year Month Short] ) )
)

Oded-Dror @I will send you my file later which works based on the solution I provided earlier. You can compare it at your end and figure it out what's going on. 

Oded-Dror see attached, if it still doesn't work for you, share your pbix file. 

not sure what your last message was, did you check the attached pbix file?