diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 4af1784..adc26d1 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -2834,13 +2834,14 @@ impl PlatformExprStrategy {
         lookback: usize,
     ) -> Option<f64> {
         let precomputed = precomputed_stock_rolling_mean(extra_factors, field, lookback);
+        let computed = || {
+            ctx.data
+                .market_decision_numeric_moving_average(date, symbol, field, lookback)
+        };
         if self.config.prefer_precomputed_rolling_factors {
-            precomputed
+            precomputed.or_else(computed)
         } else {
-            let computed = ctx
-                .data
-                .market_decision_numeric_moving_average(date, symbol, field, lookback);
-            computed.or(precomputed)
+            computed().or(precomputed)
         }
     }
 
@@ -25887,7 +25888,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_stock_state_keeps_missing_precomputed_rolling_as_missing() {
+    fn platform_stock_state_falls_back_when_precomputed_rolling_is_missing() {
         let current = d(2025, 5, 30);
         let start = current - chrono::Duration::days(100);
         let symbol = "300022.SZ";
@@ -25994,10 +25995,10 @@ mod tests {
         let stock = strategy
             .stock_state_with_factor_date(&ctx, current, current, symbol)
             .expect("stock state");
-        assert!(stock.stock_volume_ma100.is_nan());
+        assert_eq!(stock.stock_volume_ma100, 1_000.0);
         let day = strategy.day_state(&ctx, current).expect("day state");
         assert!(
-            !strategy
+            strategy
                 .stock_passes_expr(&ctx, &day, &stock)
                 .expect("stock expr")
         );