Return Distribution Drift Monitor [Pineify]Return Distribution Drift Monitor
Overview
Compare recent log returns with a separate, older block. A center track, scale envelope and tail balance distinguish directional distribution shift from widening dispersion. These describe relative drift, not the next price move.
Problem Definition
A fixed z-score treats its reference center and scale as suitable for the current observations. Yet returns can move toward one tail or spread in both directions while that reference remains stale. A
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