D07-F06-A12 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Volatility Stop

Where is a causal, ATR-scaled trailing boundary under the selected state machine? 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

long_stop_t=max(previous_stop, highest_close_n-k*ATR_n) until a reversal reset; short is symmetric

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-F06-A12)
{
  "long_stop": 98.43630241500071,
  "short_stop": 109.72647177499931
}

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