CUSUM Change Detection
Cumulative Sum control chart applied to price returns. Detects structural breaks and regime changes by tracking cumulative deviations from the mean.
Why AlgoZilla Uses CUSUM Change Detection
CUSUM is one of the earliest signals of a trend change — often firing before momentum indicators. The model uses it as an early warning system for regime transitions.
Feature Variants
AlgoZilla expands every base indicator into multiple variants: raw values, delta (rate of change over 8/12/24 bars), divergences, and multi-timeframe computations across 2H, 4H, 8H, 12H, and 24H horizons.
Variants: 5 variants including upper/lower CUSUM, reset events, and multi-timeframe
Part of a Bigger Picture
No single indicator drives AlgoZilla decisions. This is one of 170+ features feeding into a machine learning ensemble, retrained every two weeks per coin. The model learns which features matter in each market regime.
