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Maybe models like Aberration can be improved (not messed up) on the concept of standard deviation.
While stdev is rising then it is logical to assume that the trend is getting stronger.
When stdev changes its trend we either a) close the position or b) enter in a counter trend mode.
We would have an Abe/Anti-Abe model at this point.
Best way is to standardize stdev with a mov avg same lenght to make comparisons with a) different markets and b) same market but in different times.
All the best
Riccardo Ronco - FBR London
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