dax

I think the problem is the sort order, you're sorting by month name but I think you want to sort by month number. try

Average Cost moving =
AVERAGEX (
    WINDOW (
        1,
        ABS,
        0,
        REL,
        SUMMARIZE (
            ALLSELECTED ( 'Custom Calendar Table' ),
            'Custom Calendar Table'[FY],
            'Custom Calendar Table'[Month Name],
            'Custom Calendar Table'[Month number]
        ),
        ORDERBY ( 'Custom Calendar Table'[FY], ASC,
        'Custom Calendar Table'[Month Number], ASC )
    ),
    [Actual Cost]
)