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validation and profiles
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# DECO: Ehlers Decycler Oscillator
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# DECO: Ehlers Decycler Oscillator
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## Overview
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@@ -80,6 +80,40 @@ The indicator requires `longPeriod` bars before producing reliable output. The f
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- **Roofing Filter:** HP + SSF combination for cycle isolation
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- **BandPass Filter:** Ehlers' direct bandpass approach
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## Performance Profile
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### Operation Count (Streaming Mode)
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DECO (Detrended Correlation Oscillator) subtracts a linear regression from price then computes correlation.
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| Operation | Count | Cost (cycles) | Subtotal |
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| :--- | :---: | :---: | :---: |
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| Linear regression (O(N) or O(1) with prefix sums) | ~4 | 1 | 4 |
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| SUB (detrend: price − regression) | 1 | 1 | 1 |
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| Correlation pipeline (see CTI) | ~22 | 7 | 156 |
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| **Total** | **~27** | — | **~161 cycles** |
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Dominated by the correlation computation. ~161 cycles per bar.
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### Batch Mode (SIMD Analysis)
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| Operation | Vectorizable? | Notes |
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| :--- | :---: | :--- |
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| Linear regression | Yes | Prefix-sum dot products; VFMADD |
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| Detrend subtraction | Yes | VSUBPD |
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| Correlation | Yes | See CTI batch analysis |
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Fully vectorizable in batch. Regression and correlation both benefit from AVX2 VFMADD chains.
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### Quality Metrics
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| Metric | Score | Notes |
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| :--- | :---: | :--- |
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| **Accuracy** | 9/10 | Exact linear detrend + Pearson r |
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| **Timeliness** | 5/10 | Two N-bar windows compound lag |
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| **Smoothness** | 8/10 | Detrending removes linear drift; correlation bounded |
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| **Noise Rejection** | 8/10 | Linear detrend + correlation is doubly robust to trend contamination |
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## References
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1. Ehlers, J. F. (2015). "Decyclers." *Technical Analysis of Stocks & Commodities*, September 2015.
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