Hello John,

I believe that having a Hurst exponent greater than 1.0 is an impossibility because of how the number is calculated. But I could be wrong. Besides my explanation of how to calculate the Hurst, there are other websites that also demonstrate the technique, including Wikipedia. I would check your work relative to one of those sites. If you executed your work in a spreadsheet or in a maths software, then all likelihood it is just a calculation error somewhere.

Yours, in service,

Jason