The most profitable trading I have ever done has been founded on establishing a good real time understanding of the business cycle. Sometimes I really get a good handle on it, other times I seem to be in sync with the predominant opinion whether it is right or wrong, and at other times I feel completely lost. While the starting place is econometric modeling, my ultimate goal is to be able to look at the markets in real time and see the business cycle, see the one market out of sync, know the inter-market relationships well enough to KNOW which ones are correcting and which ones are reversing, be able to look at the bond market, stock market, currency markets, and energy markets and know exactly where I am in the business cycle by their interplay. I am not looking for pat answers to complicated questions nor simplistic uni-directional supply/demand mumbo jumbo. I am looking for answers that you will not find in books because the people that know it have no need to publish it. I want to truly understand the economy and its various market in real time. Are there any other people on this board with similar fascinations/goals? Can we start an econometric discussion that is worthy as a trading think tank?