D07-F02-A16 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Random Walk Index (High/Low)

Does directional travel exceed a volatility-scaled random-walk yardstick? 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

RWI_high=max_k (H_t-L_(t-k))/(ATR_k*sqrt(k)); RWI_low=max_k (H_(t-k)-L_t)/(ATR_k*sqrt(k))

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-F02-A16)
{
  "high": 0.16740171878302448,
  "low": 1.3252890024447201
}

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