{
  "schema_version": "1.0",
  "topic_id": "D07-F01-A11",
  "title": "Tillson T3 Moving Average",
  "purpose": "machine-readable publication-contract verification",
  "data_class": "synthetic teaching input",
  "selected_formula": "T3 = -v^3 E6 + (3v^2+3v^3)E5 + (-6v^2-3v-3v^3)E4 + (1+3v+3v^2+v^3)E3",
  "canonical_question": "How can six EMA stages and a volume factor trade smoothness against overshoot?",
  "input_contract": "an oldest-to-newest finite price series, declared price source, period parameters, and adjustment basis",
  "scenario_assertions": [
    {
      "name": "canonical",
      "expected_state": "calculated",
      "assertion": "valid and sufficiently warm synthetic input reaches calculation"
    },
    {
      "name": "boundary",
      "expected_state": "waiting",
      "assertion": "one missing observation or unresolved equality is not coerced to zero"
    },
    {
      "name": "failure",
      "expected_state": "invalid",
      "assertion": "non-finite, misordered, future-dated, or basis-mixed input is withheld"
    }
  ],
  "timing_rule": "An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.",
  "expected_non_claims": [
    "not historical market data",
    "not a forecast",
    "not a trading instruction",
    "not evidence of profitability"
  ],
  "implementation_status": "Python canonical runtime and audited Node/TypeScript adapter released with topic-owned fixtures and tests"
}