Pillar
The anti-overfitting lab. Stationarity, regime coverage, walk-forward, CSCV, Monte Carlo, permutation tests, parameter stability, degrees of freedom, and transaction-cost realism.
Every trading rule assumes stationarity. Markets violate it constantly. Strategies do not break because the rule fails; they break because the regime moves. Rolling stats first, then ADF and KPSS.
Slow drift is harder to detect than abrupt breaks because standard tests have weak power against it. CUSUM and long-vs-short divergence catch what ADF misses. Trust the alarm when it triggers.