diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 177e41b..9b9b321 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -582,8 +582,8 @@ const MAX_SERIES_END_POSITION_INDEX_BYTES: usize = 256 * 1024 * 1024;
 #[derive(Debug, Clone)]
 struct AdjustedCloseSeries {
     dates: Vec<NaiveDate>,
-    backward_factors: Vec<Option<f64>>,
-    back_adjusted_closes: Vec<Option<f64>>,
+    backward_factors: Vec<f64>,
+    back_adjusted_closes: Vec<f64>,
     back_adjusted_close_prefix: Vec<f64>,
     missing_back_adjusted_close_prefix: Vec<u32>,
 }
@@ -622,8 +622,8 @@ impl AdjustedCloseSeries {
             let back_adjusted_close = factor
                 .filter(|_| close.is_finite() && *close > 0.0)
                 .map(|factor| close * factor);
-            backward_factors.push(factor);
-            back_adjusted_closes.push(back_adjusted_close);
+            backward_factors.push(factor.unwrap_or(f64::NAN));
+            back_adjusted_closes.push(back_adjusted_close.unwrap_or(f64::NAN));
             back_adjusted_close_prefix.push(
                 back_adjusted_close_prefix
                     .last()
@@ -693,7 +693,11 @@ impl AdjustedCloseSeries {
         if lookback == 0 || end < lookback {
             return None;
         }
-        let base_factor = self.backward_factors.get(end - 1).copied().flatten()?;
+        let base_factor = self
+            .backward_factors
+            .get(end - 1)
+            .copied()
+            .filter(|factor| factor.is_finite() && *factor > 0.0)?;
         let start = end - lookback;
         if self.missing_back_adjusted_close_prefix[end]
             != self.missing_back_adjusted_close_prefix[start]
@@ -723,20 +727,23 @@ impl AdjustedCloseSeries {
             return Vec::new();
         }
         let start = end.saturating_sub(lookback);
-        let Some(base_factor) = self.backward_factors.get(end - 1).copied().flatten() else {
+        let Some(base_factor) = self
+            .backward_factors
+            .get(end - 1)
+            .copied()
+            .filter(|factor| factor.is_finite() && *factor > 0.0)
+        else {
             return Vec::new();
         };
+        if self.missing_back_adjusted_close_prefix[end]
+            != self.missing_back_adjusted_close_prefix[start]
+        {
+            return Vec::new();
+        }
         self.back_adjusted_closes[start..end]
             .iter()
-            .copied()
-            .collect::<Option<Vec<_>>>()
-            .map(|values| {
-                values
-                    .into_iter()
-                    .map(|value| normalize_rolling_factor(value / base_factor, 12))
-                    .collect()
-            })
-            .unwrap_or_default()
+            .map(|value| normalize_rolling_factor(*value / base_factor, 12))
+            .collect()
     }
 
     fn latest_back_adjusted_close(&self, date: NaiveDate) -> Option<f64> {
@@ -748,7 +755,6 @@ impl AdjustedCloseSeries {
         self.back_adjusted_closes
             .get(index)
             .copied()
-            .flatten()
             .filter(|value| value.is_finite() && *value > 0.0)
     }
 }
@@ -6290,8 +6296,8 @@ mod tests {
             dates: (0..30)
                 .map(|index| start + chrono::Duration::days(index as i64))
                 .collect(),
-            backward_factors: vec![Some(1.0); 30],
-            back_adjusted_closes: values.iter().copied().map(Some).collect(),
+            backward_factors: vec![1.0; 30],
+            back_adjusted_closes: values.clone(),
             back_adjusted_close_prefix: prefix_sums(&values),
             missing_back_adjusted_close_prefix: vec![0; 31],
         };