diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 4725d40..49f9d70 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -646,14 +646,22 @@ impl AdjustedCloseSeries {
     }
 
     fn decision_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
+        let end = self.decision_end_index(date)?;
+        self.decision_moving_average_at_end(end, lookback)
+    }
+
+    fn decision_end_index(&self, date: NaiveDate) -> Option<usize> {
+        match self.dates.binary_search(&date) {
+            Ok(index) => Some(index),
+            Err(0) => None,
+            Err(index) => Some(index),
+        }
+    }
+
+    fn decision_moving_average_at_end(&self, end: usize, lookback: usize) -> Option<f64> {
         if lookback == 0 {
             return None;
         }
-        let end = match self.dates.binary_search(&date) {
-            Ok(index) => index,
-            Err(0) => return None,
-            Err(index) => index,
-        };
         if end < lookback {
             return None;
         }
@@ -945,6 +953,14 @@ impl SymbolPriceSeries {
 
     fn decision_volume_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
         let end = self.previous_completed_end_index(date)?;
+        self.decision_volume_moving_average_at_end(end, lookback)
+    }
+
+    fn decision_volume_moving_average_at_end(
+        &self,
+        end: usize,
+        lookback: usize,
+    ) -> Option<f64> {
         self.valid_volume_window(end, lookback).map(|(start, end)| {
             normalize_rolling_factor(
                 (self.valid_volume_sum_prefix[end] - self.valid_volume_sum_prefix[start])
@@ -1246,6 +1262,28 @@ pub(crate) struct SymbolSnapshotRefs<'a> {
     pub candidate: Option<&'a CandidateEligibility>,
 }
 
+#[derive(Debug, Clone, Copy)]
+pub(crate) struct DecisionRollingCursor<'a> {
+    adjusted_close: Option<(&'a AdjustedCloseSeries, usize)>,
+    volume: Option<(&'a SymbolPriceSeries, usize)>,
+}
+
+impl DecisionRollingCursor<'_> {
+    pub(crate) fn moving_average(&self, field: &str, lookback: usize) -> Option<f64> {
+        match field {
+            "close" => self
+                .adjusted_close
+                .and_then(|(series, end)| series.decision_moving_average_at_end(end, lookback)),
+            "volume" => self
+                .volume
+                .and_then(|(series, end)| {
+                    series.decision_volume_moving_average_at_end(end, lookback)
+                }),
+            _ => None,
+        }
+    }
+}
+
 impl DataSet {
     pub fn with_additional_trading_dates(
         mut self,
@@ -2881,6 +2919,27 @@ impl DataSet {
         }
     }
 
+    pub(crate) fn market_decision_rolling_cursor_by_symbol_id(
+        &self,
+        date: NaiveDate,
+        symbol_id: u32,
+    ) -> DecisionRollingCursor<'_> {
+        let adjusted_close = self
+            .adjusted_close_series_by_symbol_id(symbol_id)
+            .and_then(|series| series.decision_end_index(date).map(|end| (series, end)));
+        let volume = self
+            .market_series_by_symbol_id(symbol_id)
+            .and_then(|series| {
+                series
+                    .previous_completed_end_index(date)
+                    .map(|end| (series, end))
+            });
+        DecisionRollingCursor {
+            adjusted_close,
+            volume,
+        }
+    }
+
     pub fn market_current_numeric_moving_average(
         &self,
         date: NaiveDate,
@@ -4132,6 +4191,78 @@ mod tests {
         assert!(signal.candidate.is_none());
     }
 
+    #[test]
+    fn decision_rolling_cursor_matches_existing_close_and_volume_contract() {
+        let dates = ["2025-01-02", "2025-01-03", "2025-01-06", "2025-01-07"];
+        let market = dates
+            .iter()
+            .enumerate()
+            .map(|(index, date)| market_row(date, 10.0 + index as f64, 1_000 + index as u64 * 100))
+            .collect::<Vec<_>>();
+        let factors = dates
+            .iter()
+            .map(|date| DailyFactorSnapshot {
+                date: NaiveDate::parse_from_str(date, "%Y-%m-%d").unwrap(),
+                symbol: "000001.SZ".to_string(),
+                market_cap_bn: 100.0,
+                free_float_cap_bn: 80.0,
+                pe_ttm: 0.0,
+                turnover_ratio: None,
+                effective_turnover_ratio: None,
+                extra_factors: NumericFactorMap::from([(
+                    Cow::Borrowed(BACKWARD_ADJUSTMENT_FACTOR_FIELD),
+                    1.0,
+                )]),
+            })
+            .collect::<Vec<_>>();
+        let benchmarks = dates
+            .iter()
+            .enumerate()
+            .map(|(index, date)| benchmark_row(date, 20.0 + index as f64))
+            .collect::<Vec<_>>();
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "000001.SZ".to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: None,
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            market,
+            factors,
+            Vec::new(),
+            benchmarks,
+        )
+        .unwrap();
+        let symbol_id = data.symbol_id("000001.SZ").unwrap();
+        let date = NaiveDate::parse_from_str("2025-01-07", "%Y-%m-%d").unwrap();
+        let cursor = data.market_decision_rolling_cursor_by_symbol_id(date, symbol_id);
+        for lookback in [1, 2, 3] {
+            assert_eq!(
+                cursor.moving_average("close", lookback),
+                data.market_decision_numeric_moving_average_by_symbol_id(
+                    date,
+                    symbol_id,
+                    "000001.SZ",
+                    "close",
+                    lookback,
+                )
+            );
+            assert_eq!(
+                cursor.moving_average("volume", lookback),
+                data.market_decision_numeric_moving_average_by_symbol_id(
+                    date,
+                    symbol_id,
+                    "000001.SZ",
+                    "volume",
+                    lookback,
+                )
+            );
+        }
+    }
+
     #[test]
     fn additional_terminal_calendar_dates_are_isolated_from_shared_market_data() {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index b7abec7..9fc6fd6 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -3935,11 +3935,15 @@ impl PlatformExprStrategy {
             None
         };
         let instrument = ctx.data.instrument(symbol);
+        let rolling_cursor = ctx
+            .data
+            .market_decision_rolling_cursor_by_symbol_id(date, symbol_id);
         let rolling = |field: &'static str, lookback: usize| -> f64 {
             if !self.stock_rolling_requirements.requires(field, lookback) {
                 return f64::NAN;
             }
-            self.stock_decision_rolling_mean(ctx, date, symbol_id, symbol, field, lookback)
+            rolling_cursor
+                .moving_average(field, lookback)
                 .unwrap_or(f64::NAN)
         };
         let stock_ma_short = rolling("close", self.config.stock_short_ma_days);