diff --git a/tests/test_factor_attribution.py b/tests/test_factor_attribution.py
index 3437a76..7094a83 100644
--- a/tests/test_factor_attribution.py
+++ b/tests/test_factor_attribution.py
@@ -337,26 +337,60 @@ class LocalFactorConstructionTests(unittest.TestCase):
         prices = self._make_price_frame(benchmark="000300.SS")
         mutated = prices.copy()
         future_start = prices.index[280]
-        mutated.loc[future_start:, "C"] = mutated.loc[future_start:, "C"] * 0.35
-        mutated.loc[future_start:, "D"] = mutated.loc[future_start:, "D"] * 1.6
+        mutated.loc[future_start:, "000300.SS"] = mutated.loc[future_start:, "000300.SS"] * 1.4
 
         original = build_proxy_core_factors(prices, benchmark="000300.SS", market="cn")
         changed = build_proxy_core_factors(mutated, benchmark="000300.SS", market="cn")
 
         comparison_end = prices.index[279]
         pd.testing.assert_frame_equal(original.loc[:comparison_end], changed.loc[:comparison_end])
+        pd.testing.assert_series_equal(
+            original["SMB_PROXY"],
+            changed["SMB_PROXY"],
+            check_names=False,
+        )
+        pd.testing.assert_series_equal(
+            original["HML_PROXY"],
+            changed["HML_PROXY"],
+            check_names=False,
+        )
+        pd.testing.assert_series_equal(
+            original["RMW_PROXY"],
+            changed["RMW_PROXY"],
+            check_names=False,
+        )
+        pd.testing.assert_series_equal(
+            original["CMA_PROXY"],
+            changed["CMA_PROXY"],
+            check_names=False,
+        )
         self.assertGreater(
-            (original.loc[future_start:] - changed.loc[future_start:]).abs().sum().sum(),
+            (original.loc[future_start:, "MKT"] - changed.loc[future_start:, "MKT"]).abs().sum(),
             0.0,
         )
 
     def test_build_proxy_core_factors_falls_back_to_equal_weight_market_when_benchmark_missing(self):
-        prices = self._make_price_frame(benchmark="CN_BENCH").drop(columns=["CN_BENCH"])
+        prices_with_benchmark = self._make_price_frame(benchmark="CN_BENCH")
+        prices = prices_with_benchmark.drop(columns=["CN_BENCH"])
 
         factors = build_proxy_core_factors(prices, benchmark="000300.SS", market="cn")
+        reference = build_proxy_core_factors(prices_with_benchmark, benchmark="CN_BENCH", market="cn")
 
         expected_market = prices.pct_change().mean(axis=1)
         pd.testing.assert_series_equal(factors["MKT"], expected_market, check_names=False)
+        self.assertListEqual(
+            list(factors.columns),
+            ["MKT", "SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"],
+        )
+        self.assertTrue(factors.iloc[260:][["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]].notna().all().all())
+        self.assertGreater(
+            factors.iloc[260:][["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]].abs().sum().sum(),
+            0.0,
+        )
+        pd.testing.assert_frame_equal(
+            factors[["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]],
+            reference[["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]],
+        )
 
     def _make_price_frame(self, benchmark: str) -> pd.DataFrame:
         dates = pd.date_range("2025-01-01", periods=320, freq="B")