Hi, I created my own monthly indicator, it is based on economical indicators. Don't ask me how did i do that, i won't tell, but the bright side is that you can trade with me if you want as there is no delay Interpretation is very is simple, if current month figure is higher then previous month, economy is expanding and we are going long, if it is less then previous month, economy is contracting, we going short I do trade DIA but options are unlimited: SPX QQQ and so on.. etf's, futures, options it is only the question of risk tolerance. Here is all the historical data from 2002.01 if You want to backtest it Thats it for now, next update 11 of April. Jan-2002 93 Feb-2002 92.85 Mar-2002 95.4 Apr-2002 94.65 May-2002 95.4 Jun-2002 94.45 Jul-2002 92.95 Aug-2002 91 Sep-2002 88.45 Oct-2002 88.1 Nov-2002 87.05 Dec-2002 85.95 Jan-2003 86.75 Feb-2003 85.2 Mar-2003 84.65 Apr-2003 84.7 May-2003 82.35 Jun-2003 80.45 Jul-2003 84.7 Aug-2003 88.25 Sep-2003 88.15 Oct-2003 89.55 Nov-2003 91.5 Dec-2003 92.75 Jan-2004 92.95 Feb-2004 93.7 Mar-2004 91.95 Apr-2004 95.75 May-2004 97.7 Jun-2004 97.75 Jul-2004 97 Aug-2004 96.2 Sep-2004 95.25 Oct-2004 94.3 Nov-2004 95.05 Dec-2004 95.05 Jan-2005 95.4 Feb-2005 94.65 Mar-2005 97.2 Apr-2005 96.2 May-2005 95.6 Jun-2005 95.2 Jul-2005 96.1 Aug-2005 97.1 Sep-2005 96.4 Oct-2005 97.9 Nov-2005 98.5 Dec-2005 98.95 Jan-2006 100 Feb-2006 100.65 Mar-2006 102.1 Apr-2006 103.65 May-2006 104.75 Jun-2006 104.75 Jul-2006 103.95 Aug-2006 102.8 Sep-2006 102.9 Oct-2006 103.45 Nov-2006 102.4 Dec-2006 102.9 Jan-2007 103.1 Feb-2007 103.6 Mar-2007 103.6 Apr-2007 103.95 May-2007 105.05 Jun-2007 106.1 Jul-2007 105.2 Aug-2007 104.15 Sep-2007 102.9 Oct-2007 102.75 Nov-2007 100.55 Dec-2007 98.6 Jan-2008 96.5 Feb-2008 96.8 Mar-2008 94.35 Apr-2008 95.5 May-2008 94.3 Jun-2008 94.1 Jul-2008 92.25 Aug-2008 89.45 Sep-2008 87.45 Oct-2008 84.65 Nov-2008 79.85 Dec-2008 69.7 Jan-2009 65.7 Feb-2009 63.15 Mar-2009 59.5 Apr-2009 58.35 May-2009 57.55 Jun-2009 59.8 Jul-2009 60.1 Aug-2009 61.05 Sep-2009 60.5 Oct-2009 60.75 Nov-2009 62.5 Dec-2009 64.55 Jan-2010 67.35 Feb-2010 67.55 Mar-2010 68.65 Apr-2010 69.35 May-2010 69.1 Jun-2010 69.1 Jul-2010 67.55 Aug-2010 65.3 Sep-2010 65.45 Oct-2010 64.9 Nov-2010 64.7 Dec-2010 69.75 Jan-2011 72.25 Feb-2011 74.2 Mar-2011 74.35 Apr-2011 74.5 May-2011 73.15 Jun-2011 71.7 Jul-2011 71.4 Aug-2011 67.5 Sep-2011 65.9 Oct-2011 66.85 Nov-2011 67.05 Dec-2011 68.2 Jan-2012 69.65 Feb-2012 70.35 Mar-2012 71.2