SPEC-EAV-001 v0.2 · Layer L3 Execution and verification
E-08 Stability of trade frequency
E-08 detects trend and structural break points in the number of trades per unit period.
What it examines
Trade count per unit period across the full record.
How it is computed
Trend in trade count per period, with structural break detection.
What a defect means
Drifting frequency signals either that the market regime has changed or that parameters are fitted to a single regime.
Judgment states
| Pass | The structure is observed and meets the threshold. |
|---|---|
| Caution | The structure is observed but sits at the boundary of the threshold. Evidence figures are presented alongside. |
| Defect | The structure is not observed, or clearly falls outside the threshold. |
| Not judgeable | The required input data is absent. Marked distinctly from a pass. |
Threshold
Not fixed. Determined from calibration data. See SPEC-EAV-001 §11.
Basis
Jung Chunghwa, FX Market Structure and Systematic Trading (2026), ISBN 979-11-220192-1-6. Research note R-001, Structural problems of EA-based systematic trading (2026-08-20).
Questions this item answers
- Why did my EA's trade frequency change over time?
- What does a drop in trade frequency indicate?
Related items
Related terminology
Revision · SPEC-EAV-001 v0.2 · 2026-08-21