For nearly eight years I have sought a measure of volatility which was both mathematically rigorous and of practical value in trading. I scoured all the available books, and worked my fingers arthritic searching ET and the web at large, all in vain. My criteria for validity are: - at high values the measure must look as scary itself as the perception of volatility does in real time - on the one hand, high values must be so unambiguous that they give clear signals to stand aside - on the other hand, low values must correlate strongly with reliably tradeable trending. Like all truly insightful and revolutionary ideas, the solution came to me last night in a dream, specifically a wet dream (it is not well known that Kekule's dream of the benzene ring as a snake chasing its own tail is a politically correct fiction: it was a dream of Kekule himself chasing tail). It took merely 30 seconds to code it and five minutes to test it, and Voila! Tailatility! I will not reveal de-tails, but the clever trading algorithmicist can readily reproduce my results for himself. As always, my goal is to humble (or humbug) the Hershey crowd, who after 20 years still cannot code up SCT.