Conformal testing: binary case with Markov alternatives

We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classes of conformal test martingales; one class is statistically efficient in our experiments, and the other class partially sacrifices statistical efficiency to gain computational efficiency. The version of this paper at http://alrw.net (Working Paper 36) is updated most often.