Dual Framework Analysis: Includes both randomness testing and return structure detection.

Visual Shading for Inefficiency Zones: Highlights periods where statistical tests reject randomness or stationarity.

Multi-Timeframe Detection: Compares price behavior over daily, weekly, and monthly intervals for broader context.

Autocorrelation + Variance Ratio: Identifies dominant return dynamics—momentum vs mean-reversion—over time.

Fully Configurable Inputs: Select any asset, date range, window size, and lag structure to fine-tune your analysis.