D07-F05-A11 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Positive Volume Index
How does a seeded index evolve only on higher-volume observations? 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
if V_t>V_(t-1): PVI_t=PVI_(t-1)*(1+return_t); else PVI_t=PVI_(t-1)
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