The Market Meanness Index

This indicator┬ácan improve – sometimes even double – the profit expectancy of trend following systems. The Market Meanness Index tells whether┬áthe market is currently moving in or out of a “trending” regime. It can this way prevent losses by false signals of trend indicators. It is a purely statistical algorithm and not based on volatility, trends, or cycles of the price curve. Continue reading “The Market Meanness Index”