D07-F01-A13 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Arnaud Legoux Moving Average (ALMA)

How do Gaussian weights, offset, and width move the effective center of a finite window? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.

Selected expression

ALMA_t = sum w_i P_(t-n+1+i) / sum w_i; w_i = exp(-(i-m)^2/(2s^2))

Availability rule

An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.

calculated · step 1 of 7

Verified synthetic fixture

This lab is paired with datasets/implementation-fixtures.json: 96 deterministic, oldest-to-newest observations spanning oscillating, rising, and moderating regimes. It is teaching data—not market history or predictive evidence.

Canonical latest output (D07-F01-A13)
{
  "value": 102.77111410307967
}

Executable checks cover this result, flat/zero-volume boundaries, invalid timestamps, and prefix causality in both language entry points.