D07-F01-A19 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Jurik-Style Moving Average Design
How can you design an auditable low-lag adaptive smoother without claiming proprietary JMA parity? 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
transparent approximation: J_t=J_(t-1)+alpha_t(P_t-J_(t-1)); alpha_t=clip(alpha_0*(1+lambda*z_vol),a_min,a_max)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
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