Testing for Volatility

["samgrayy" <samgrayy@xxxx>]

Hi ..

I am trying to experiment with various systems. One of the things I 
was working with is optimizing the parameters of a Stochastics 
crossover. I filter that further by using something like the MACD rate 
of change.

This seems to work for the Nasdaq ($COMPQ). Works very well for a 
stock like BLDP (very volatile). The same system exhibits a negative 
return for a Dow stock and behaves poorly for a name like CSCO. 
Although I would imagine that an individual stock like CSCO to be more 
volatile than the index.

Obviously there something good about this system. It could be the 
volatility or something else. It works well for too many stocks to 
ignore.

Any thoughts ??
Sam 
(Chasing after the elusive profitable system).