Annotations inside the updatemenu do not show up in the dropdown menu default selection

I am trying to create multiple traces with custom annotation for each one. I want show one of the traces as the default with its annotations. I use the following example (link below) on your website and try to tweak it by changing active to 0 from -1 so that the default graph is the ‘Yahoo High’ and my goal is for the annotations to show up by default for this “Yahoo High” graph by default. -

My attempt fails to render the annotation for ‘High Yahoo’ even though the graph displayed by default is correct. Is there something missing from my understanding of the way updatemenus work?