Anybody here familiar with detrended fluctuation analysis (DFA)?

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To those who are familiar with detrended fluctuation,
I am trying to figure out why the result of running a detrended fluctuation analysis turns out to be either negative or very small. The Hurst exponents I get when running the attached script is seemingly incorrect. The results should be between 0-1 (~0.5) but that is not the case. Unfortunately I dont have any idea on how to solve this issue.
I have attached a script called "dfaedit.m" and a sample time series ("sample_ts") for reference. The time series is that of an acceleration.
So my question is, why does my detrended fluctuation output give me small/negative results?

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