Published products
A mean-reversion system and a trend-following system fail under opposite conditions. Knowing which condition the market is currently in is a statistical question, not a matter of opinion. The Structural Break Scanner classifies every symbol on your watch list into one of three regimes and tells you how much evidence supports that classification. It applies five structural break tests from the econometrics literature, reports the result as a plain label rather than a wall of numbers, and alerts y