{
  "topicId": "D01-F01-A06",
  "evidenceClass": "synthetic mechanics example",
  "config": {
    "closePartial": true,
    "initialTickSign": 1,
    "initialExpectedTicks": 4,
    "initialExpectedSignedVolume": 50,
    "alphaTicks": 0.25,
    "alphaSignedVolume": 0.25,
    "thresholdFloorShares": 120,
    "thresholdScale": 1
  },
  "trades": [
    {"tradeId":"W01","timestamp":"2026-01-05T14:30:00.000Z","session":"2026-01-05","symbol":"SYNTH","price":100.00,"volume":60,"currency":"USD"},
    {"tradeId":"W02","timestamp":"2026-01-05T14:30:00.000Z","session":"2026-01-05","symbol":"SYNTH","price":100.00,"volume":40,"currency":"USD"},
    {"tradeId":"W03","timestamp":"2026-01-05T14:30:01.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.99,"volume":70,"currency":"USD"},
    {"tradeId":"W04","timestamp":"2026-01-05T14:30:02.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.98,"volume":90,"currency":"USD"},
    {"tradeId":"W05","timestamp":"2026-01-05T14:30:03.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.98,"volume":50,"currency":"USD"},
    {"tradeId":"W06","timestamp":"2026-01-05T14:30:04.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.97,"volume":95,"currency":"USD"},
    {"tradeId":"W07","timestamp":"2026-01-05T14:30:05.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.98,"volume":80,"currency":"USD"},
    {"tradeId":"W08","timestamp":"2026-01-05T14:30:06.000Z","session":"2026-01-05","symbol":"SYNTH","price":99.99,"volume":55,"currency":"USD"}
  ],
  "trace": [
    {"tradeId":"W01","sign":1,"signedShares":60,"cumulativeSignedShares":60,"decision":"continue"},
    {"tradeId":"W02","sign":1,"signedShares":40,"cumulativeSignedShares":100,"decision":"continue; flat price carries +1"},
    {"tradeId":"W03","sign":-1,"signedShares":-70,"cumulativeSignedShares":30,"decision":"continue"},
    {"tradeId":"W04","sign":-1,"signedShares":-90,"cumulativeSignedShares":-60,"decision":"continue"},
    {"tradeId":"W05","sign":-1,"signedShares":-50,"cumulativeSignedShares":-110,"decision":"continue; flat price carries -1"},
    {"tradeId":"W06","sign":-1,"signedShares":-95,"cumulativeSignedShares":-205,"decision":"close at 200-share frozen threshold; overshoot 5"},
    {"tradeId":"W07","sign":1,"signedShares":80,"cumulativeSignedShares":80,"decision":"continue with next threshold 130.3125"},
    {"tradeId":"W08","sign":1,"signedShares":55,"cumulativeSignedShares":135,"decision":"close; overshoot 4.6875"}
  ],
  "postFirstClose": {
    "expectedTicks": 4.5,
    "expectedSignedVolume": 28.95833333,
    "nextThresholdShares": 130.3125
  }
}