D07-F06-A03 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Ulcer Index
How severe and persistent are percentage drawdowns from recent peaks? 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
UI=sqrt(mean((100*(C_i/rolling_max_i-1))^2,n))
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