Stress Event Detection on BTC/USDT 1 Hz nσ = 5 labelled stress events (1 week real-data)
38Lead Time (s)Adaptive Trigger
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| Adaptive Trigger2026.04 | 38 | 100 | 80 | 0 | |
| HMM Posterior Threshold2026.04 | 19 | 67 | 60 | 2 | |
| Volatility Baseline2026.04 | 14 | 48 | 100 | 5 | |
| Imbalance Baseline2026.04 | 8 | 56 | 100 | 4 | |
| CUSUM2026.04 | 6 | 50 | 60 | 6 | |
| BOCPD2026.04 | 4 | 44 | 60 | 7 |