The "Diegel" Indicator (DI)

"A share trader is interested in anticipating changes in the market; or, if he cannot anticipate a change, at least he wants to catch on to it quickly. But classical forecasting is geared mainly to anticipating specific data."

"We examine methods of picking up change rather than data. A model anticipating drastic change seems to be more effective than a conservative approach. In turn, the effectiveness of the model suggests that certain share prices are not random."