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i mean excessive volatility too!!! when the s&p trends (usually up),
volatility is low. when the s&p chops around or corrects, volatility is
high. my measure of volatility is a simple ma of average true range.
check it out. when the s&p trends, atr contracts; when s&p corrects or
chops, atr expands. that's why i say abberation can't handle the
excessive volatility during correction or choppy periods in the s$p,
the large handle moves simply destroy the system. since i don't look at
much outside the stock indices and bonds, i really can't comment on
those.
afa trends go, a trend is in the eye of the beholder :))
TJ
--- Gary Fritz wrote:
> No, not excess volatility -- excess non-trendiness.
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