I have a short term trading system that i am researching which produces signals that have a high probability of success on predicting the next 2 point move in the index. However, when i looked to actually trade this, i'm finding that there is no way to trade the indexes for just a point or two. E-mimi futures (ES and NQ) and the ETFs (SPY and QQQ) don't correlate closely enough to the indexes themselves. All of these tradable securities seem to have a premium/discount that varies greatly throughout the day. I also looked into index options but the bid/ask spreads were just too wide to trade for just a point or two. Is there something that i'm missing? Is there a way to actually buy the index itself... so that an X% move in the index equals the same percentage move in the tradable security? Thanks.