In a strong bull market, higher volatility stocks tend to outperform lower volatility stocks. (etfexpert.com)
Several readers pointed out that using a fixed percentage stop made it more likely for high volatility stocks to hit the stop thus not performing as well. (alvarezquanttrading.com)
In the two previous posts, we have looked at low volatility stocks vs. high volatility stocks with trailing stops. (alvarezquanttrading.com)