  In this survey, a short introduction in the recent discovery of log-normally
distributed market-technical trend data will be given. The results of the
statistical evaluation of typical market-technical trend variables will be
presented. It will be shown that the log-normal assumption fits better to
empirical trend data than to daily returns of stock prices. This enables to
mathematically evaluate trading systems depending on such variables. In this
manner, a basic approach to an anti cyclic trading system will be given as an
example.
