
Market Meanness Index
The Market Meanness Index (MMI) is a statistical indicator created by JCL (Johann Christian Lotter) used to determine whether a market is trending or moving randomly (choppy/sideways). It serves as a filter to prevent trend-following systems from gener…
The Market Meanness Index (MMI) is a statistical indicator created by JCL (Johann Christian Lotter) used to determine whether a market is trending or moving randomly (choppy/sideways). It serves as a filter to prevent trend-following systems from gener…




