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.

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Neil Cavuto serves as senior vice president, anchor and managing editor for both FOX News Channel (FNC) and FOX Business Network (FBN). He is anchor of FNC's Your World with Cavuto - the number one rated cable news program for the 4 p.m. timeslot - as well as the FNC Saturday show Cavuto on Business. He also hosts Cavuto on FBN weeknights at 8 p.m. In addition to anchoring daily programs and breaking news specials on FNC and FBN, Cavuto oversees business news content for both networks and FNC's weekend business shows, including Bulls & Bears, Forbes on Fox, and Cashin' In. Click here for more on Neil Cavuto.