• Another day, another terror threat in London (search). And another reminder to folks in the U.S. to be vigilant.

    But what does that mean: Be vigilant?

    A former police commissioner said it means looking for anything and anyone unusual.

    Look, I work in New York. I run into a lot of "unusual" here. Unusual is usual.

    So when I'm told to look out for weirdos, well, exactly where do I begin?

    I heard some guy saying avoid other guys who talk to themselves. I hate to break it to you... but a lot of guys in New York talk to themselves.

    So a police friend of mine suggested I single out the guys talking to themselves while wearing extra heavy clothing. The idea being that there might not be anything crazy about talking to yourself, but if you're doing so in 95-degree weather, dressed in a parka... you're certifiable.

    One London terror expert said to keep an eye out for folks with shifty eyes. In my business, that would rule out half the financial guys I talk to!

    But I digress.

    My police buddy's point was clearer... avoid the shifty-eye guy on a bus or platform, clutching a package or acting fidgety.

    It's about the weird stuff, in layers — layers of clothing or actions or still other weird stuff.

    I guess it's sad we have to assume the worst in looking at the weird. It's sadder still, if we do not.

    Watch Neil Cavuto weekdays at 4 p.m. ET on "Your World with Cavuto" and send your comments to cavuto@foxnews.com