Pride of the Road

Start your engines! isn’t a triggered ability. Increasing your speed to 1 is something that happens as a state-based action as soon as you control a permanent with the ability. Notably, this includes gaining control of a permanent with the ability that another player controls.

“Max speed — [ability]” means “As long as you have max speed, this object has [ability].” If the granted ability functions in a zone other than the battlefield, the max speed ability does too.

Your speed doesn’t change until a spell or ability says so, such as the inherent triggered ability that cares about opponents losing life during your turn. Notably, losing control of permanents with start your engines! doesn’t affect your speed.