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"...a low volatility environment is usually a good environment for trend following strategies; see Jez Liberty’s state of trend following report here..."
(By the way the volatility is defined as the "std. deviation of the price rate of change" )

I am not a professional quant with education on related subjects.
Therefore I am not capable of testing the idea above thoroughly.
Would you approve that trend following strategies(TFS) perform better under lower vol.?
If yes then what would be a suitable method to exploit this idea?

==> switching to TF strategies when the volatility is below a trigger value (e.g. mov. average)?
==> switching to TF strategies when the volatility is turning down from an extreme reading (e.g. going back under the upper bollinger band)?
==> none?

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closed as off topic by chrisaycock May 4 '12 at 13:48

Questions on Quantitative Finance Stack Exchange are expected to relate to quantitative finance within the scope defined by the community. Consider editing the question or leaving comments for improvement if you believe the question can be reworded to fit within the scope. Read more about reopening questions here.If this question can be reworded to fit the rules in the help center, please edit the question.

-1 As always, this depends on the specific trend following system. Do your own testing. There is no substitute. – Tal Fishman May 4 '12 at 13:43