Persistence Backtest

PATH

For each detected shift we measure where the score went next. persistence = (score_at_T+h − prev_z) / (curr_z − prev_z). > 1 = continued past the shift point · 0–1 = held some · < 0 = reverted past the start (false signal).

Setup
Measure persistence at score_horizon. Read price return at price_horizon.
Shift types