I've been working on this problem as well - the idea is to come up with a "dynamic decision" boundary that allows you to have a "virtual p-value" for different

I've been working on this problem as well - the idea is to come up with a "dynamic decision" boundary that allows you to have a "virtual p-value" for different points in time that is equivalent to the 5% p-value at the end of a standard experiment. For example, maybe you stop any test with a p-value less than 0.05 after 30 days, but you require a p-value less than 0.01 for 10 < d <= 30 and less than 0.001 for 1 < d <= 10. Here are some sources on how to go about doing that: http://people.bath.ac.uk/mascj/papers/cj_bwt_kuwait.pdf http://people.bath.ac.uk/mascj/papers/cj_bwt_kuwait.pdf http://people.bath.ac.uk/mascj/talks_2013/cj_york_may2013.pdf http://people.bath.ac.uk/mascj/talks_2013/cj_york_may2013.pd...