A mapped reference for stationarity tests — how it runs, how to configure it, and where it runs aground under load.
Mechanics
stationarity tests works as a staged transformation — ingest, measure, decide, route. Each stage carries its own failure surface.
Waypoints (Configuration)
The stationarity tests setup exposes a few documented knobs. Begin at defaults, then adjust against measured behaviour, keeping a written record.
Wreck Record (Failure Modes)
Recorded failures for stationarity tests include regime changes, missed heartbeats, and positions that could not be exited cleanly.
Navigation Checks (Evaluation)
An honest assessment of stationarity tests weighs quantitative metrics beside code quality and the attention it demands in production.
Configuration Reference
# Stationarity Tests tested configuration mode: production timeframe: auto risk_limits: max_drawdown: 15 percent max_position: 3 percent monitoring: alert_threshold: 0.5 report_interval: hourly
Parameter Impact
| Parameter | Effect | Trade-off |
|---|---|---|
| timeframe | Signal frequency | Higher means fewer but more reliable signals |
| risk_limit | Maximum exposure | Lower means safer but slower returns |
| lookback | Indicator sensitivity | Longer means smoother but lagging |