diff --git a/CHANGELOG.md b/CHANGELOG.md
index 20217a39..627c1ce7 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -24,6 +24,17 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   site makes the invariant explicit.
 
 ### Changed
+- `LinearRegression`, `LinRegSlope` and `LinRegAngle` (via composition over
+  `LinRegSlope`) now run their rolling ordinary-least-squares fit
+  **incrementally** in O(1) per update (audit finding R2). Previously every
+  tick refit the line from scratch in O(period). The OLS denominators (`Σx`
+  and `Σxx`) depend only on `period`, so they were already precomputed; this
+  release adds running `Σy` and `Σxy` accumulators and slides them in closed
+  form via the identity
+  `new_Σxy = old_Σxy − old_Σy + popped_y₀` (then `Σxy += (n − 1) · new_value`
+  and `Σy += new_value`). New per-bar equivalence tests compare the O(1)
+  output against a fresh O(n) refit on noisy ramps, step functions, and
+  constants — values agree to within 1e-9.
 - Fuzz suite expanded from 2 indicators to the full catalogue (audit finding
   R9). The existing `indicator_update` target now exercises every scalar-input
   indicator (~33 classes including MACD and Bollinger Bands); a new
diff --git a/crates/wickra-core/src/indicators/linreg.rs b/crates/wickra-core/src/indicators/linreg.rs
index 7fe36eea..2795ba30 100644
--- a/crates/wickra-core/src/indicators/linreg.rs
+++ b/crates/wickra-core/src/indicators/linreg.rs
@@ -19,8 +19,20 @@ use crate::traits::Indicator;
 ///
 /// This is TA-Lib's `LINEARREG`: a smoothed price that lags less than an SMA
 /// because it extrapolates the *local trend* forward to the current bar
-/// instead of averaging it away. The `Σx` terms depend only on `period`, so
-/// they are computed once; each `update` is O(period).
+/// instead of averaging it away.
+///
+/// Each `update` is O(1): the `Σx` and `Σxx` terms depend only on `period` and
+/// are precomputed once, while `Σy` and `Σxy` are maintained incrementally as
+/// the window slides. The closed-form sliding-window identity for
+/// `x = 0, 1, …, period − 1` is
+///
+/// ```text
+/// new_sum_xy = old_sum_xy − old_sum_y + popped_y0    // index shift by −1
+/// new_sum_y  = old_sum_y  − popped_y0
+/// // then push the new value at index n−1:
+/// sum_xy += (n − 1) · new_value
+/// sum_y  += new_value
+/// ```
 ///
 /// # Example
 ///
@@ -38,8 +50,16 @@ use crate::traits::Indicator;
 pub struct LinearRegression {
     period: usize,
     window: VecDeque<f64>,
+    /// Closed form of `Σx` over `x = 0, 1, …, period − 1` — constant in `period`.
     sum_x: f64,
+    /// Closed form of `n · Σxx − (Σx)²` — constant in `period`, the OLS
+    /// denominator.
     denom: f64,
+    /// Running sum of the values currently in the window.
+    sum_y: f64,
+    /// Running `Σ(x · y)` where `x` is the position of each value within the
+    /// trailing window (`0` for the oldest, `period − 1` for the newest).
+    sum_xy: f64,
 }
 
 impl LinearRegression {
@@ -63,6 +83,8 @@ impl LinearRegression {
             window: VecDeque::with_capacity(period),
             sum_x,
             denom: n * sum_xx - sum_x * sum_x,
+            sum_y: 0.0,
+            sum_xy: 0.0,
         })
     }
 
@@ -70,20 +92,6 @@ impl LinearRegression {
     pub const fn period(&self) -> usize {
         self.period
     }
-
-    /// Ordinary-least-squares `(slope, endpoint)` over the current full window.
-    fn fit(&self) -> (f64, f64) {
-        let n = self.period as f64;
-        let mut sum_y = 0.0;
-        let mut sum_xy = 0.0;
-        for (x, &y) in self.window.iter().enumerate() {
-            sum_y += y;
-            sum_xy += x as f64 * y;
-        }
-        let slope = (n * sum_xy - self.sum_x * sum_y) / self.denom;
-        let intercept = (sum_y - slope * self.sum_x) / n;
-        (slope, intercept + slope * (n - 1.0))
-    }
 }
 
 impl Indicator for LinearRegression {
@@ -92,17 +100,35 @@ impl Indicator for LinearRegression {
 
     fn update(&mut self, value: f64) -> Option<f64> {
         if self.window.len() == self.period {
-            self.window.pop_front();
+            // Sliding phase: pop the oldest, then shift every remaining index
+            // down by 1 in the running `sum_xy`. The identity
+            //   Σ((i − 1) · y_i for i = 1..n−1) = Σ(i · y_i) − Σ(y_i) + y_0
+            // gives the closed-form update below.
+            let y0 = self.window.pop_front().expect("non-empty");
+            self.sum_xy = self.sum_xy - self.sum_y + y0;
+            self.sum_y -= y0;
         }
+        // Append at position `k = current length` before the push. During
+        // warmup `k` ranges over `0..period − 1`; once the window is full it
+        // is always `period − 1`.
+        let k = self.window.len() as f64;
         self.window.push_back(value);
+        self.sum_y += value;
+        self.sum_xy += k * value;
+
         if self.window.len() < self.period {
             return None;
         }
-        Some(self.fit().1)
+        let n = self.period as f64;
+        let slope = (n * self.sum_xy - self.sum_x * self.sum_y) / self.denom;
+        let intercept = (self.sum_y - slope * self.sum_x) / n;
+        Some(intercept + slope * (n - 1.0))
     }
 
     fn reset(&mut self) {
         self.window.clear();
+        self.sum_y = 0.0;
+        self.sum_xy = 0.0;
     }
 
     fn warmup_period(&self) -> usize {
@@ -195,4 +221,65 @@ mod tests {
             prices.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
         );
     }
+
+    /// Incremental OLS equivalence: the O(1) implementation must agree to
+    /// `1e-9` with a fresh-from-scratch O(n) refit on every bar, on inputs
+    /// chosen to stress every code path: a noisy ramp (sliding phase
+    /// dominates), a step function (the new value differs sharply from the
+    /// popped one), and constants (the floating-point accumulators must not
+    /// drift).
+    #[test]
+    fn incremental_matches_naive_fit_bar_by_bar() {
+        fn naive_endpoint(window: &[f64]) -> f64 {
+            let n = window.len() as f64;
+            let mut sum_y = 0.0;
+            let mut sum_xy = 0.0;
+            let mut sum_x = 0.0;
+            let mut sum_xx = 0.0;
+            for (i, &y) in window.iter().enumerate() {
+                let x = i as f64;
+                sum_y += y;
+                sum_xy += x * y;
+                sum_x += x;
+                sum_xx += x * x;
+            }
+            let denom = n * sum_xx - sum_x * sum_x;
+            let slope = (n * sum_xy - sum_x * sum_y) / denom;
+            let intercept = (sum_y - slope * sum_x) / n;
+            intercept + slope * (n - 1.0)
+        }
+
+        fn check(prices: &[f64], period: usize) {
+            let mut lr = LinearRegression::new(period).unwrap();
+            for (t, p) in prices.iter().enumerate() {
+                let streaming = lr.update(*p);
+                if t + 1 >= period {
+                    let lo = t + 1 - period;
+                    let expected = naive_endpoint(&prices[lo..=t]);
+                    let got = streaming.expect("warmed up");
+                    assert!(
+                        (got - expected).abs() < 1e-9,
+                        "endpoint diverges at t={t}, period={period}: got={got}, expected={expected}",
+                    );
+                }
+            }
+        }
+
+        let noisy_ramp: Vec<f64> = (0..120)
+            .map(|i| 100.0 + f64::from(i) * 0.5 + (f64::from(i) * 0.7).sin() * 3.0)
+            .collect();
+        check(&noisy_ramp, 5);
+        check(&noisy_ramp, 14);
+        check(&noisy_ramp, 30);
+
+        let mut step = vec![1.0; 30];
+        step.extend(std::iter::repeat_n(100.0, 30));
+        step.extend(std::iter::repeat_n(0.001, 30));
+        check(&step, 5);
+        check(&step, 14);
+
+        let constant = vec![42.0; 50];
+        check(&constant, 8);
+        check(&constant, 25);
+    }
 }
diff --git a/crates/wickra-core/src/indicators/linreg_slope.rs b/crates/wickra-core/src/indicators/linreg_slope.rs
index 5b0c4343..aab13211 100644
--- a/crates/wickra-core/src/indicators/linreg_slope.rs
+++ b/crates/wickra-core/src/indicators/linreg_slope.rs
@@ -17,8 +17,12 @@ use crate::traits::Indicator;
 /// This is TA-Lib's `LINEARREG_SLOPE`: a momentum-like reading of how steeply
 /// price is trending over the window — positive while it rises, negative
 /// while it falls, near zero when it is flat — without the band-pass quirks
-/// of a difference-based oscillator. The `Σx` terms depend only on `period`,
-/// so they are computed once; each `update` is O(period).
+/// of a difference-based oscillator.
+///
+/// Each `update` is O(1): the same incremental OLS state as
+/// [`LinearRegression`](crate::LinearRegression) is maintained — `Σx` and
+/// `Σxx` are precomputed once from `period`, while `Σy` and `Σxy` are slid
+/// forward in closed form on every push.
 ///
 /// # Example
 ///
@@ -36,8 +40,14 @@ use crate::traits::Indicator;
 pub struct LinRegSlope {
     period: usize,
     window: VecDeque<f64>,
+    /// Closed form of `Σx` over `x = 0, 1, …, period − 1` — constant in `period`.
     sum_x: f64,
+    /// Closed form of `n · Σxx − (Σx)²` — constant in `period`.
     denom: f64,
+    /// Running sum of the values currently in the window.
+    sum_y: f64,
+    /// Running `Σ(x · y)` where `x` is the position within the trailing window.
+    sum_xy: f64,
 }
 
 impl LinRegSlope {
@@ -61,6 +71,8 @@ impl LinRegSlope {
             window: VecDeque::with_capacity(period),
             sum_x,
             denom: n * sum_xx - sum_x * sum_x,
+            sum_y: 0.0,
+            sum_xy: 0.0,
         })
     }
 
@@ -76,24 +88,30 @@ impl Indicator for LinRegSlope {
 
     fn update(&mut self, value: f64) -> Option<f64> {
         if self.window.len() == self.period {
-            self.window.pop_front();
+            // Sliding-window identity: when the window slides one step forward
+            // the indices `x` for every kept entry shift down by 1, so
+            //   new_sum_xy = old_sum_xy − old_sum_y + y0
+            // (`y0` is the popped front value).
+            let y0 = self.window.pop_front().expect("non-empty");
+            self.sum_xy = self.sum_xy - self.sum_y + y0;
+            self.sum_y -= y0;
         }
+        let k = self.window.len() as f64;
         self.window.push_back(value);
+        self.sum_y += value;
+        self.sum_xy += k * value;
+
         if self.window.len() < self.period {
             return None;
         }
         let n = self.period as f64;
-        let mut sum_y = 0.0;
-        let mut sum_xy = 0.0;
-        for (x, &y) in self.window.iter().enumerate() {
-            sum_y += y;
-            sum_xy += x as f64 * y;
-        }
-        Some((n * sum_xy - self.sum_x * sum_y) / self.denom)
+        Some((n * self.sum_xy - self.sum_x * self.sum_y) / self.denom)
     }
 
     fn reset(&mut self) {
         self.window.clear();
+        self.sum_y = 0.0;
+        self.sum_xy = 0.0;
     }
 
     fn warmup_period(&self) -> usize {
@@ -192,4 +210,52 @@ mod tests {
             prices.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
         );
     }
+
+    /// Incremental OLS equivalence for the slope: the O(1) implementation must
+    /// agree bar-by-bar with a fresh-from-scratch O(n) refit, on a noisy ramp
+    /// (sliding-phase dominated) and a step function (large pop/push deltas).
+    #[test]
+    fn incremental_matches_naive_slope_bar_by_bar() {
+        fn naive_slope(window: &[f64]) -> f64 {
+            let n = window.len() as f64;
+            let mut sum_y = 0.0;
+            let mut sum_xy = 0.0;
+            let mut sum_x = 0.0;
+            let mut sum_xx = 0.0;
+            for (i, &y) in window.iter().enumerate() {
+                let x = i as f64;
+                sum_y += y;
+                sum_xy += x * y;
+                sum_x += x;
+                sum_xx += x * x;
+            }
+            (n * sum_xy - sum_x * sum_y) / (n * sum_xx - sum_x * sum_x)
+        }
+
+        fn check(prices: &[f64], period: usize) {
+            let mut ls = LinRegSlope::new(period).unwrap();
+            for (t, p) in prices.iter().enumerate() {
+                let streaming = ls.update(*p);
+                if t + 1 >= period {
+                    let lo = t + 1 - period;
+                    let expected = naive_slope(&prices[lo..=t]);
+                    let got = streaming.expect("warmed up");
+                    assert!(
+                        (got - expected).abs() < 1e-9,
+                        "slope diverges at t={t}, period={period}: got={got}, expected={expected}",
+                    );
+                }
+            }
+        }
+
+        let noisy_ramp: Vec<f64> = (0..120)
+            .map(|i| 100.0 + f64::from(i) * 0.5 + (f64::from(i) * 0.7).sin() * 3.0)
+            .collect();
+        check(&noisy_ramp, 5);
+        check(&noisy_ramp, 14);
+
+        let mut step = vec![1.0; 30];
+        step.extend(std::iter::repeat_n(100.0, 30));
+        check(&step, 7);
+    }
 }