the "fasle" hull moving average

There is a little different between my "fasle hull moving average" the "correct one".

the correct algorithm:

hma = wma((2*wma(close,n/2) - wma(close,n),sqrt(n))

the "fasle" algorithm:

=wma((2*wma(close,n/4) - wma(close,n),sqrt(n))

Amazing! Why the "fasle" describe the trend so accurate!?