D08-F07-A14 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Directional Persistence
How consistently did recent return directions agree? 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
DP=abs(sum sign(return_i))/count(nonzero returns) or a declared run statistic
Availability rule
A state at t may use only observations available through t; confirmed swings retain their confirmation timestamp and are never relabeled as known at the pivot bar.
calculated · step 1 of 7