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To those who wrote
Aside from deterministic trends and stochastic trends ... you might want to
look at regime switching in regards to trends. This is where the rate
changes.
The Bank of Canada has some interesting papers on this. You might want to
start off with this which includes a discussion of MA's in trading.
http://www.bank-banque-canada.ca/english/res/wp96-1.htm
96-1 ... Switching Between Chartists and Fundamentalists: A Markov
Regime-Switching Approach
or http://www.bank-banque-canada.ca/english/res/wp96-13.htm
96-13
Speculative Behaviour, Regime-Switching and Stock Market Crashes
van Norden, S. and H. Schaller
Best regards
Walter
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