Reset next row based on compounded total

Hi AndyC, you're welcome. I've added some comments:

Whole query with comments for GeneratedPositionReturnGCR2:

let
    Source = Excel.CurrentWorkbook(){[Name="Data"]}[Content],
    ChangedType = Table.TransformColumnTypes(Source,{{"Date", type date}, {"Gain", Percentage.Type}, {"signal", Int64.Type}}),
    GeneratedPositionReturnGCR = [ tbl = Table.Buffer(ChangedType[[Gain], [signal]]),
    lg = List.Generate(
            ()=> [ x = 0, p = tbl{x}[signal], r = tbl{x}[Gain] * p, g = r ],
            each [x] < Table.RowCount(tbl),
            each [ x = [x]+1, 
                   p = if tbl{x}[signal] = -1 then 0 else if [p] = 2 then 2 else [p] + tbl{x}[signal],
                   r = tbl{x}[Gain] * p,
                   g = if p = 0 then 0 else  ([g]+1) * (r+1) -1 ],
            each [ position = [p], return = [r], group comp return = [g] ]
    ),
    toTable = Table.FromRecords(lg, type table[position=Int64.Type, return=Percentage.Type, group comp return=Percentage.Type])
  ][toTable],
    Combined = Table.FromColumns(Table.ToColumns(ChangedType) & Table.ToColumns(GeneratedPositionReturnGCR), Value.Type(ChangedType & GeneratedPositionReturnGCR)),
    GeneratedPositionReturnGCR2 = 
    [ tbl = Table.Buffer(Table.SelectColumns(Combined, {"Gain", "signal", "position", "return", "group comp return"})), //Buffered selected columns
      lg = List.Generate(
            ()=> [ x = 0, s = tbl{x}[signal], g = tbl{x}[Gain], gcr = tbl{x}[group comp return] , p = tbl{0}[position], r = tbl{0}[return] ], //Generated 1st row (captured values from previous step 1st row)
            each [x] < Table.RowCount(tbl), //condition when should be generating stopped
            each [ x = [x]+1, //previous row number +1
                   s = tbl{x}[signal], //current row signal
                   p = if [gcr] = 0 and s <> 1 then 0 else if [gcr] = 0 then [p]+1 else if [gcr] > -0.01 then tbl{x}[position] else 0, //if previous row gcr (group comp return) = 0 and current row signal <> 1 then 0 else if previous row gcr = 0 then previous row p (position) + 1 else if previous row gcr > -1% then current row p else 0
                   g = tbl{x}[Gain], //current row Gain
                   r = g * p, //r (row) = current row g (Gain) * current row p (position)
                   gcr = if p = 0 then 0 else ([gcr]+1) * (r+1) -1 ], //if current row p (position) = 0 then 0 else (previous row gcr + 1) * (current row return + 1) - 1
            each [ gain = [g], signal = [s], position = [p], return = [r], group comp return = [gcr] ] //renamed parts of record s to signal, p to position etc...
      ),
      toTable = Table.FromRecords(lg, type table[/* gain=Percentage.Type, signal=Int16.Type, */ position=Int64.Type, return=Percentage.Type, group comp return=Percentage.Type]) //created table from records
    ][toTable],
    Combined2 = [ a = Table.RemoveColumns(Combined, Table.ColumnNames(GeneratedPositionReturnGCR2)),
    b = Table.FromColumns(Table.ToColumns(a) & Table.ToColumns(GeneratedPositionReturnGCR2), Value.Type(a & GeneratedPositionReturnGCR2))
  ][b]
in
    Combined2