Context: I am new to quant finance. I am doing some structural break analysis on a future price time series. I applied the Chu-Stinchcombe-White CUSUM Test from Chap 17 (Advances in Financial Machine Learning by Marcos López de Prado), and the code was adopted from MlFinLab by Hudson and Thames. I got the following results, and I have difficulty interpreting why most of the S_nt stats are below the critical region and why the critical values have a partial circular sector trend. I appreciate all the hints and answers!