Course outline

Novelty and Primacy Effects

By the end of this lesson, you should be able to: recognise a novelty effect from the shape of a daily readout, explain why running the test longer does not fix it, compute the number that would survive a launch, and tell novelty apart from a real effect that happens to be fading.

A banner that worked, briefly

Basket put a promotional banner on the home screen and measured whether users placed an order that day.

DayControlTreatmentLiftp
10.05620.0636+13.15%0.0002
20.05770.0597+3.59%0.299
30.05880.0627+6.77%0.049
70.05670.0605+6.75%0.054
140.05850.0594+1.51%0.658
210.05950.0613+2.96%0.382

Day one is a thumping win with a p-value of 0.0002. By week three the daily numbers are bouncing around a value that isn't distinguishable from zero.

Group them into weeks and the pattern is cleaner than the daily noise suggests:

WeekLift95% intervalp
1+3.86%[+1.31%, +6.41%]0.003
2+0.56%[−1.99%, +3.10%]0.668
3+0.55%[−1.98%, +3.08%]0.670

That's a novelty effect. Users noticed something new, poked at it, and then went back to behaving exactly as they had before.

Two panels. On the left, daily lift with a shaded confidence band starting above 13% on day one, falling steeply through the first week, and oscillating around zero from day ten onward. On the right, the lift you would report against how many days you ran, falling smoothly from nearly 8% at three days to under 2% at twenty-one, with the band staying above zero throughout.
Left, what actually happened each day. Right, what you would have reported depending on when you stopped.

Running longer does not fix it

The instinct is that a two-week test would've caught this. It wouldn't have. Here is the same experiment read at four different moments, using everything collected up to that point.

Read afterLift you would report95% intervalVerdict
3 days+7.78%[+3.85%, +11.72%]Ship
7 days+3.86%[+1.31%, +6.41%]Ship
14 days+2.21%[+0.41%, +4.01%]Ship
21 days+1.66%[+0.19%, +3.12%]Ship

Every stopping point ships it. Even the full three weeks.

The reason's worth sitting with, because it's the thing most people get wrong about novelty. The cumulative average includes the novelty period forever. Week one's +3.86% is in the numerator no matter how long you run, and adding flat weeks after it dilutes that spike without ever removing it. The reported number drifts down toward zero and never arrives.

So "run it for a month" isn't a defence. A month of data would have reported roughly +1.2% with an interval still excluding zero, and shipped a feature whose steady-state value is nothing.