This paper, accompanying my poster at ISIPTA 2019 (5 July 2019), poses the problem of investigating the power and limitations of conformal martingales as a means of detecting deviations from randomness. It starts from a brief review of conformal change detection, including CUSUM and Shiryaev-Roberts versions, and establishing simple validity results limiting the frequency of false alarms. It then gives several preliminary results in the direction of efficiency and discusses connections between randomness, exchangeability, and conformal martingales.
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