docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation

lib/trends_FIR/hend/tests/Hend.Quantower.Tests.cs

@@ -0,0 +1,159 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class HendIndicatorTests
+{
+    [Fact]
+    public void HendIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new HendIndicator();
+
+        Assert.Equal(7, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("HEND - Henderson Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void HendIndicator_MinHistoryDepths_IsZero()
+    {
+        var indicator = new HendIndicator { Period = 13 };
+
+        Assert.Equal(0, HendIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void HendIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new HendIndicator { Period = 9 };
+
+        Assert.Contains("HEND", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("9", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void HendIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new HendIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Hend.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void HendIndicator_Initialize_CreatesInternalHend()
+    {
+        var indicator = new HendIndicator { Period = 7 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void HendIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new HendIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void HendIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new HendIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void HendIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new HendIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double firstValue = indicator.LinesSeries[0].GetValue(0);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+        double secondValue = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(firstValue));
+        Assert.True(double.IsFinite(secondValue));
+    }
+
+    [Fact]
+    public void HendIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new HendIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+    }
+
+    [Fact]
+    public void HendIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new HendIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void HendIndicator_Period_CanBeChanged()
+    {
+        var indicator = new HendIndicator { Period = 7 };
+        Assert.Equal(7, indicator.Period);
+
+        indicator.Period = 13;
+        Assert.Equal(13, indicator.Period);
+        Assert.Equal(0, HendIndicator.MinHistoryDepths);
+    }
+}

lib/trends_FIR/hend/tests/Hend.Tests.cs

@@ -0,0 +1,461 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public class HendTests
+{
+    private const int DefaultPeriod = 7;
+    private const double Epsilon = 1e-10;
+
+    // ── A) Constructor validation ──────────────────────────────────────
+
+    [Fact]
+    public void Constructor_PeriodTooSmall_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Hend(period: 3));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_ValidPeriod_SetsName()
+    {
+        var hend = new Hend(period: 7);
+        Assert.Equal("Hend(7)", hend.Name);
+    }
+
+    [Fact]
+    public void Constructor_EvenPeriod_AdjustedToOdd()
+    {
+        var hend = new Hend(period: 8);
+        Assert.Equal("Hend(9)", hend.Name);
+    }
+
+    [Fact]
+    public void Constructor_MinPeriod5_Works()
+    {
+        var hend = new Hend(period: 5);
+        Assert.Equal("Hend(5)", hend.Name);
+    }
+
+    // ── B) Basic calculation ───────────────────────────────────────────
+
+    [Fact]
+    public void Update_ReturnsTValue()
+    {
+        var hend = new Hend(DefaultPeriod);
+        var result = hend.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.IsType<TValue>(result);
+    }
+
+    [Fact]
+    public void Last_IsAccessible()
+    {
+        var hend = new Hend(DefaultPeriod);
+        hend.Update(new TValue(DateTime.UtcNow, 50.0));
+        Assert.Equal(50.0, hend.Last.Value, Epsilon);
+    }
+
+    [Fact]
+    public void ConstantInput_ReturnsConstant()
+    {
+        var hend = new Hend(5);
+        const double c = 42.0;
+        for (int i = 0; i < 20; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), c));
+        }
+        Assert.Equal(c, hend.Last.Value, 1e-9);
+    }
+
+    [Fact]
+    public void LinearTrend_PreservedExactly()
+    {
+        // Henderson preserves up to cubic polynomials at the CENTER of the window.
+        // For period=5, half=2, the output at bar N represents polynomial at index N-2.
+        const int period = 5;
+        int half = (period - 1) / 2;
+        var hend = new Hend(period);
+        int total = 20;
+        double lastResult = double.NaN;
+        for (int i = 0; i < total; i++)
+        {
+            double val = 10.0 + 3.0 * i;
+            var result = hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+            lastResult = result.Value;
+        }
+        // Centered filter: output at bar N = polynomial value at bar N - half
+        int centerIdx = total - 1 - half;
+        double expected = 10.0 + 3.0 * centerIdx;
+        Assert.Equal(expected, lastResult, 1e-6);
+    }
+
+    [Fact]
+    public void QuadraticTrend_PreservedExactly()
+    {
+        const int period = 5;
+        int half = (period - 1) / 2;
+        var hend = new Hend(period);
+        int total = 20;
+        double lastResult = double.NaN;
+        for (int i = 0; i < total; i++)
+        {
+            double val = 5.0 + 2.0 * i + 0.5 * i * i;
+            var result = hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+            lastResult = result.Value;
+        }
+        int centerIdx = total - 1 - half;
+        double expected = 5.0 + 2.0 * centerIdx + 0.5 * centerIdx * centerIdx;
+        Assert.Equal(expected, lastResult, 1e-4);
+    }
+
+    [Fact]
+    public void CubicTrend_PreservedExactly()
+    {
+        const int period = 5;
+        int half = (period - 1) / 2;
+        var hend = new Hend(period);
+        int total = 20;
+        double lastResult = double.NaN;
+        for (int i = 0; i < total; i++)
+        {
+            double val = 1.0 + 0.5 * i + 0.1 * i * i + 0.01 * i * i * i;
+            var result = hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+            lastResult = result.Value;
+        }
+        int centerIdx = total - 1 - half;
+        double expected = 1.0 + 0.5 * centerIdx + 0.1 * centerIdx * centerIdx + 0.01 * centerIdx * centerIdx * centerIdx;
+        Assert.Equal(expected, lastResult, 1e-2);
+    }
+
+    // ── C) State + bar correction ──────────────────────────────────────
+
+    [Fact]
+    public void IsNew_True_AdvancesState()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 10; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i), isNew: true);
+        }
+        Assert.True(hend.IsHot);
+    }
+
+    [Fact]
+    public void IsNew_False_Rewrites()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 6; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0), isNew: true);
+        }
+        var before = hend.Last.Value;
+
+        // Bar correction with different value
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(5), 200.0), isNew: false);
+        var corrected = hend.Last.Value;
+
+        // Should be different since one value changed
+        Assert.NotEqual(before, corrected);
+    }
+
+    [Fact]
+    public void IterativeCorrections_Restore()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 10; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 50.0 + i), isNew: true);
+        }
+        var snapshot = hend.Last.Value;
+
+        // Multiple corrections, then re-send same value
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 999.0), isNew: false);
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 888.0), isNew: false);
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 50.0 + 9), isNew: false);
+
+        // Last correction with original value should restore
+        Assert.Equal(snapshot, hend.Last.Value, 1e-10);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 10; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+        }
+        Assert.True(hend.IsHot);
+
+        hend.Reset();
+        Assert.False(hend.IsHot);
+        Assert.Equal(default, hend.Last);
+    }
+
+    // ── D) Warmup / convergence ────────────────────────────────────────
+
+    [Fact]
+    public void IsHot_FlipsWhenBufferFull()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 4; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+            Assert.False(hend.IsHot);
+        }
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(4), 100.0));
+        Assert.True(hend.IsHot);
+    }
+
+    [Fact]
+    public void WarmupPeriod_EqualsUserPeriod()
+    {
+        var hend = new Hend(7);
+        Assert.Equal(7, hend.WarmupPeriod);
+    }
+
+    // ── E) Robustness ──────────────────────────────────────────────────
+
+    [Fact]
+    public void NaN_SubstitutesLastValid()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 6; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+        }
+
+        // Send NaN - should substitute last valid
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(6), double.NaN));
+
+        Assert.True(double.IsFinite(hend.Last.Value));
+    }
+
+    [Fact]
+    public void Infinity_SubstitutesLastValid()
+    {
+        var hend = new Hend(5);
+        for (int i = 0; i < 6; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+        }
+
+        hend.Update(new TValue(DateTime.UtcNow.AddSeconds(6), double.PositiveInfinity));
+        Assert.True(double.IsFinite(hend.Last.Value));
+    }
+
+    [Fact]
+    public void BatchNaN_Safe()
+    {
+        double[] src = [1, 2, double.NaN, 4, 5, 6, 7, 8, 9, 10];
+        double[] output = new double[src.Length];
+        Hend.Batch(src, output, period: 5);
+
+        for (int i = 0; i < output.Length; i++)
+        {
+            Assert.True(double.IsFinite(output[i]), $"output[{i}] is not finite");
+        }
+    }
+
+    // ── F) Consistency ─────────────────────────────────────────────────
+
+    [Fact]
+    public void Batch_MatchesStreaming()
+    {
+        const int len = 50;
+        var source = new TSeries();
+        var gbm = new GBM(startPrice: 100, seed: 42);
+
+        for (int i = 0; i < len; i++)
+        {
+            var bar = gbm.Next();
+            source.Add(bar.C);
+        }
+
+        // Streaming
+        var hend = new Hend(DefaultPeriod);
+        var streaming = new double[len];
+        for (int i = 0; i < len; i++)
+        {
+            var result = hend.Update(source[i]);
+            streaming[i] = result.Value;
+        }
+
+        // Batch TSeries
+        var batchResult = Hend.Batch(source, DefaultPeriod);
+
+        for (int i = 0; i < len; i++)
+        {
+            Assert.Equal(streaming[i], batchResult[i].Value, 1e-10);
+        }
+    }
+
+    [Fact]
+    public void Span_MatchesStreaming()
+    {
+        const int len = 50;
+        var source = new TSeries();
+        var gbm = new GBM(startPrice: 100, seed: 42);
+
+        for (int i = 0; i < len; i++)
+        {
+            var bar = gbm.Next();
+            source.Add(bar.C);
+        }
+
+        // Streaming
+        var hend = new Hend(DefaultPeriod);
+        var streaming = new double[len];
+        for (int i = 0; i < len; i++)
+        {
+            var result = hend.Update(source[i]);
+            streaming[i] = result.Value;
+        }
+
+        // Span
+        double[] spanOutput = new double[len];
+        Hend.Batch(source.Values, spanOutput, DefaultPeriod);
+
+        for (int i = 0; i < len; i++)
+        {
+            Assert.Equal(streaming[i], spanOutput[i], 1e-10);
+        }
+    }
+
+    // ── G) Span API tests ──────────────────────────────────────────────
+
+    [Fact]
+    public void Batch_Span_MismatchedLengths_Throws()
+    {
+        double[] src = [1, 2, 3, 4, 5];
+        double[] output = new double[3];
+        var ex = Assert.Throws<ArgumentException>(() => Hend.Batch(src, output, period: 5));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_PeriodTooSmall_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[3];
+        var ex = Assert.Throws<ArgumentException>(() => Hend.Batch(src, output, period: 3));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_EmptyInput_NoOp()
+    {
+        Hend.Batch(ReadOnlySpan<double>.Empty, Span<double>.Empty, period: 5);
+        Assert.True(true); // no-throw is the assertion
+    }
+
+    // ── H) Chainability ────────────────────────────────────────────────
+
+    [Fact]
+    public void Pub_Fires()
+    {
+        var hend = new Hend(5);
+        bool fired = false;
+        hend.Pub += (object? sender, in TValueEventArgs e) => fired = true;
+        hend.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(fired);
+    }
+
+    [Fact]
+    public void EventBased_Chaining()
+    {
+        var source = new TSeries();
+        var hend = new Hend(source, period: 5);
+
+        for (int i = 0; i < 10; i++)
+        {
+            source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+        Assert.True(hend.IsHot);
+        Assert.True(double.IsFinite(hend.Last.Value));
+    }
+
+    // ── I) Dispose ─────────────────────────────────────────────────────
+
+    [Fact]
+    public void Dispose_Idempotent()
+    {
+        var hend = new Hend(5);
+        hend.Dispose();
+        hend.Dispose(); // Should not throw
+        Assert.True(true); // no-throw is the assertion
+    }
+
+    [Fact]
+    public void Dispose_UnsubscribesFromSource()
+    {
+        var source = new TSeries();
+        var hend = new Hend(source, period: 5);
+        hend.Dispose();
+
+        // Adding to source after dispose should not affect hend
+        source.Add(new TValue(DateTime.UtcNow, 999.0));
+        Assert.False(hend.IsHot);
+    }
+
+    // ── J) Henderson-specific: Wolfram-verified H5 weights ─────────────
+
+    [Fact]
+    public void H5_ConstInput_ReturnsConstant()
+    {
+        // Wolfram-verified: H5 weights = {-21/286, 42/143, 80/143, 42/143, -21/286}
+        // For constant input, sum of weights * constant = constant (weights sum to 1)
+        var hend = new Hend(5);
+        const double c = 100.0;
+
+        for (int i = 0; i < 5; i++)
+        {
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), c));
+        }
+        Assert.Equal(c, hend.Last.Value, 1e-10);
+    }
+
+    [Fact]
+    public void H5_NegativeEdgeWeights_BandpassProperty()
+    {
+        // Henderson has negative weights at edges — verify filter can output
+        // values outside the min-max range of inputs (bandpass property)
+        var hend = new Hend(5);
+        // Step function: 0,0,100,0,0 — negative edge weights will push result outside [0,100]
+        double[] vals = [0, 0, 100, 0, 0];
+        TValue result = default;
+        for (int i = 0; i < 5; i++)
+        {
+            result = hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), vals[i]));
+        }
+        // Henderson H5 center weight = 80/143 ≈ 0.5594
+        // Expected: 0*w0 + 0*w1 + 100*w2 + 0*w3 + 0*w4 = 100 * 80/143 ≈ 55.944
+        double expected = 100.0 * 80.0 / 143.0;
+        Assert.Equal(expected, result.Value, 1e-6);
+    }
+
+    [Fact]
+    public void H5_Symmetric_Weights()
+    {
+        // Henderson weights are symmetric: w(k) = w(-k)
+        // Reversing the input order of a symmetric window should give same center value
+        var hend1 = new Hend(5);
+        var hend2 = new Hend(5);
+
+        double[] forward = [10, 20, 30, 40, 50];
+        double[] reverse = [50, 40, 30, 20, 10];
+
+        TValue r1 = default, r2 = default;
+        for (int i = 0; i < 5; i++)
+        {
+            r1 = hend1.Update(new TValue(DateTime.UtcNow.AddSeconds(i), forward[i]));
+            r2 = hend2.Update(new TValue(DateTime.UtcNow.AddSeconds(i), reverse[i]));
+        }
+
+        // For linear input, Henderson preserves the polynomial, so both
+        // should give 30 (the center value of the linear trend)
+        // forward: 10+20+30+40+50, reverse: 50+40+30+20+10
+        // With symmetric weights applied, sum(w*forward) + sum(w*reverse) = 2*30*sum(w) = 60
+        Assert.Equal(60.0, r1.Value + r2.Value, 1e-6);
+    }
+}

lib/trends_FIR/hend/tests/Hend.Validation.Tests.cs

@@ -0,0 +1,160 @@
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public class HendValidationTests(ITestOutputHelper output)
+{
+    private readonly ValidationTestData _testData = new();
+    private readonly ITestOutputHelper _output = output;
+    private const int DefaultPeriod = 7;
+
+    // ── Batch vs Streaming consistency ──────────────────────────────────
+
+    [Fact]
+    public void BatchVsStreaming_Match()
+    {
+        var source = new TSeries();
+        var gbm = new GBM(startPrice: 100, seed: 42);
+        const int count = 100;
+
+        for (int i = 0; i < count; i++)
+        {
+            var bar = gbm.Next();
+            source.Add(bar.C);
+        }
+
+        // Streaming
+        var hend = new Hend(DefaultPeriod);
+        var streaming = new double[count];
+        for (int i = 0; i < count; i++)
+        {
+            streaming[i] = hend.Update(source[i]).Value;
+        }
+
+        // Batch
+        var batchResult = Hend.Batch(source, DefaultPeriod);
+
+        for (int i = 0; i < count; i++)
+        {
+            Assert.Equal(streaming[i], batchResult[i].Value, 1e-10);
+        }
+    }
+
+    // ── Span vs Streaming consistency ──────────────────────────────────
+
+    [Fact]
+    public void SpanVsStreaming_Match()
+    {
+        var source = new TSeries();
+        var gbm = new GBM(startPrice: 100, seed: 42);
+        const int count = 100;
+
+        for (int i = 0; i < count; i++)
+        {
+            var bar = gbm.Next();
+            source.Add(bar.C);
+        }
+
+        // Streaming
+        var hend = new Hend(DefaultPeriod);
+        var streaming = new double[count];
+        for (int i = 0; i < count; i++)
+        {
+            streaming[i] = hend.Update(source[i]).Value;
+        }
+
+        // Span
+        double[] spanOutput = new double[count];
+        Hend.Batch(source.Values, spanOutput, DefaultPeriod);
+
+        for (int i = 0; i < count; i++)
+        {
+            Assert.Equal(streaming[i], spanOutput[i], 1e-10);
+        }
+    }
+
+    // ── Polynomial exact-fit validation ────────────────────────────────
+
+    [Fact]
+    public void LinearPolynomial_ExactFit()
+    {
+        // Henderson preserves linear trends at the CENTER of the window.
+        // For period=7, half=3, output at bar N = polynomial at bar N-3.
+        int half = (DefaultPeriod - 1) / 2;
+        var hend = new Hend(DefaultPeriod);
+        const int total = 50;
+        const double a = 5.0, b = 3.0;
+
+        for (int i = 0; i < total; i++)
+        {
+            double val = a + b * i;
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+        }
+
+        int centerIdx = total - 1 - half;
+        double expected = a + b * centerIdx;
+        _output.WriteLine($"Linear: expected={expected}, actual={hend.Last.Value}");
+        Assert.Equal(expected, hend.Last.Value, 1e-6);
+    }
+
+    [Fact]
+    public void QuadraticPolynomial_ExactFit()
+    {
+        int half = (DefaultPeriod - 1) / 2;
+        var hend = new Hend(DefaultPeriod);
+        const int total = 50;
+        const double a = 2.0, b = 1.5, c = 0.3;
+
+        for (int i = 0; i < total; i++)
+        {
+            double val = a + b * i + c * i * i;
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+        }
+
+        int centerIdx = total - 1 - half;
+        double expected = a + b * centerIdx + c * centerIdx * centerIdx;
+        _output.WriteLine($"Quadratic: expected={expected}, actual={hend.Last.Value}");
+        Assert.Equal(expected, hend.Last.Value, 0.1);
+    }
+
+    [Fact]
+    public void CubicPolynomial_ExactFit()
+    {
+        int half = (DefaultPeriod - 1) / 2;
+        var hend = new Hend(DefaultPeriod);
+        const int total = 50;
+        const double a = 1.0, b = 0.5, c = 0.1, d = 0.005;
+
+        for (int i = 0; i < total; i++)
+        {
+            double val = a + b * i + c * i * i + d * i * i * i;
+            hend.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
+        }
+
+        int centerIdx = total - 1 - half;
+        double expected = a + b * centerIdx + c * centerIdx * centerIdx + d * centerIdx * centerIdx * centerIdx;
+        _output.WriteLine($"Cubic: expected={expected}, actual={hend.Last.Value}");
+        Assert.Equal(expected, hend.Last.Value, 1.0);
+    }
+
+    // ── Calculate returns hot indicator ─────────────────────────────────
+
+    [Fact]
+    public void Calculate_ReturnsHotIndicator()
+    {
+        var source = new TSeries();
+        var gbm = new GBM(startPrice: 100, seed: 42);
+
+        for (int i = 0; i < 50; i++)
+        {
+            var bar = gbm.Next();
+            source.Add(bar.C);
+        }
+
+        var (results, indicator) = Hend.Calculate(source, DefaultPeriod);
+
+        Assert.True(indicator.IsHot);
+        Assert.Equal(50, results.Count);
+    }
+}