Denser demo data for deep/daily SMA crosses (SMA 2/4 over AAPL.US 2006 is already populated) #19

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opened 2026-06-04 22:05:11 +02:00 by Brummel · 1 comment
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Found by the cycle-0011 fieldtest (docs/specs/fieldtest-0011-ingest.md).

AAPL.US — the symbol named in the ingestion carrier and the gated integration test — has only ~21 M1 bars for all of August 2006 and ~100 for the whole year. An end-to-end SMA-cross backtest over it runs but yields all-zero metrics (total_pips 0, max_drawdown 0, exposure_sign_flips 0): the slow SMA never warms over so few bars, so the signal never fires. This is correct C2 warm-up behaviour, NOT a bug, and the ingestion boundary itself is faultless.

But the Walking-skeleton milestone's promise (C22: 'a newcomer sees a populated trace') is only technically met — 'a backtest runs over real bars' is true, yet the shipped demo data can't demonstrate a non-degenerate run, and nothing on the public surface signals that 21 bars/month is the expected density (vs a window-bounds bug or normalization error).

Options: document expected per-symbol bar density; OR name a denser default symbol/window for the milestone demo so the showcase run is non-degenerate. No aura-ingest code change implied — this is about which data the milestone showcases. Worth weighing before the Walking-skeleton milestone close.

Found by the cycle-0011 fieldtest (docs/specs/fieldtest-0011-ingest.md). AAPL.US — the symbol named in the ingestion carrier and the gated integration test — has only ~21 M1 bars for all of August 2006 and ~100 for the whole year. An end-to-end SMA-cross backtest over it runs but yields all-zero metrics (total_pips 0, max_drawdown 0, exposure_sign_flips 0): the slow SMA never warms over so few bars, so the signal never fires. This is correct C2 warm-up behaviour, NOT a bug, and the ingestion boundary itself is faultless. But the Walking-skeleton milestone's promise (C22: 'a newcomer sees a populated trace') is only technically met — 'a backtest runs over real bars' is true, yet the shipped demo data can't demonstrate a *non-degenerate* run, and nothing on the public surface signals that 21 bars/month is the expected density (vs a window-bounds bug or normalization error). Options: document expected per-symbol bar density; OR name a denser default symbol/window for the milestone demo so the showcase run is non-degenerate. No aura-ingest code change implied — this is about which data the milestone showcases. Worth weighing before the Walking-skeleton milestone close.
Brummel added the idea label 2026-06-04 22:05:11 +02:00
Brummel changed title from Walking-skeleton demo data: AAPL.US too sparse (~21 M1 bars/month) for a non-degenerate signal-quality run (C22) to Denser demo data for deep/daily SMA crosses (SMA 2/4 over AAPL.US 2006 is already populated) 2026-06-04 22:25:48 +02:00
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Closing — load-bearing premise falsified.

The original claim (AAPL.US 2006 too sparse → all-zero degenerate metrics) is empirically false for the shipped SMA(2)/SMA(4) config: the Walking-skeleton milestone fieldtest (docs/specs/fieldtest-milestone-walking-skeleton.md, finding [spec_gap]) ran over real AAPL.US 2006-08 bars and produced a populated trace (total_pips=-1.5, max_drawdown=65.5, exposure_sign_flips=6). The gating milestone has since closed.

The only residual — that deep/daily crosses with longer windows won't warm over ~21 bars/month — is a low-value, idea-labelled demo-data preference with no current demo that needs it. Closing as moot; re-file if a deep-cross showcase is ever wanted.

Closing — load-bearing premise falsified. The original claim (AAPL.US 2006 too sparse → all-zero degenerate metrics) is empirically false for the shipped SMA(2)/SMA(4) config: the Walking-skeleton milestone fieldtest (`docs/specs/fieldtest-milestone-walking-skeleton.md`, finding `[spec_gap]`) ran over real AAPL.US 2006-08 bars and produced a **populated** trace (`total_pips=-1.5`, `max_drawdown=65.5`, `exposure_sign_flips=6`). The gating milestone has since closed. The only residual — that *deep/daily* crosses with longer windows won't warm over ~21 bars/month — is a low-value, idea-labelled demo-data preference with no current demo that needs it. Closing as moot; re-file if a deep-cross showcase is ever wanted.
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Reference: Brummel/Aura#19