LEARN THE DESK / STRUCTURE
Market regimes, squeezes and support zones
Learn trend efficiency, volatility compression, confirmed price zones and CUSUM change detection.
What kind of movement is happening?
The regime detector describes whether price is moving steadily or back and forth. Compression compares current price dispersion with recent history. Key levels group earlier turning points into zones. CUSUM accumulates unusually large or repeated returns to flag changes worth examining. These four views complement one another without predicting the next price.
Try it with your own numbers
Local calculation only. These inputs are illustrative, not live quotes. Nothing you enter is uploaded.
Worked example
Prices 100 → 103 → 101 → 104 travel $8 in total but finish $4 from their starting point. Path efficiency is 4/8 = 0.50. A direct climb from 100 to 104 would have efficiency 1.
The calculation
Efficiency = |last price − first price| / sum of absolute successive price changes.Method and references
NIST: CUSUM control chartsTickSPY uses an adaptive rolling baseline, unlike a fixed industrial control process. NIST’s false-alarm guarantees do not automatically transfer to market returns.
Exercises use the values you enter, not a hidden market feed. Examples demonstrate mechanics; they are not evidence of profitability. Reviewed October 11, 2026.
What this cannot tell you
A support zone can break. Pivots need later bars before confirmation; the desk waits for them. Low volatility does not guarantee a breakout. A CUSUM alarm is not a calibrated probability.