usage: cusum [-t THRESHOLD] [-d DRIFT] [-h]
Cumulative Sum Control Chart. A stochastic wave used as a stock market breadth indicator in mid-to-long term analysis, it is a sequential analysis technique for step detection in a time-series. The threshold can be thought of as the level where the background noise is at or below the level of the true signal.
See this paper for a deep dive: https://econpapers.wiwi.kit.edu/downloads/KITe_WP_62.pdf
optional arguments: -t THRESHOLD, --threshold THRESHOLD threshold (default: 0.002988466304844406) -d DRIFT, --drift DRIFT drift (default: 0.001494233152422203) -h, --help show this help message (default: False)