So I had to reconstruct a signal that fitted the data for the equations to work at all. But the reconstruction was no longer measured data. It was made up, and there was no single solution for fitting the data. That meant I could claim to "respect the data" while producing any result I wanted.
a fun one that immediately comes to mind is asserting something holds for reals, but not evaluating whether it holds for IEEE floats, though maybe that's not really a thing in finance due to rounding related rules anyways