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Your system stops working. Is that a losing streak, or did the market change? Every rule-based strategy carries an assumption: that the price behavior it was built for is still the price behavior in front of it. When a market shifts from ranging to trending, or from quiet accumulation to a sharp directional run, that assumption breaks before your equity curve tells you it has. Most tools that claim to flag a "regime change" are trend filters in disguise. A moving-average slope, an ADX threshold,
均值回归系统和趋势 generalized/跟踪系统在相反的市场条件下会失效。判断市场当前处于哪种状态是一个 statistically/统计学问题，而非主观观点。 结构性 Break 扫描器（Structural Break Scanner）将您观察列表中的每个品种分类为三种状态之一，并显示支持该分类的数据证据。它应用了计量经济学文献中的五种结构性突破检验，以直观的标签而非繁杂的数据呈现结果，并在品种发生状态切换时向您发出 alert/提醒。 三种市场状态 (Regimes) STEADY (平稳). 序列呈现均值回归特性。偏差倾向于被修正。面板还会显示 estimated/估计的 K 线半衰期，以便您了解回归速度是否足够快、是否具备交易价值。 RANDOM (随机). 序列表现为随机游走。既不支持均值回归，也不支持趋势持续。 EXPLOSIVE (爆发/趋势). 序列表现出趋势或泡沫化行为，偏差倾向于扩大而非修正。
分类基于在整个评估窗口内计算的 ADF (Augmented Dickey-Fuller) 统计量。默认的 STEADY 阈值 -2.86 是标准的 5% Dicke