I started my work using five indicators simultaneously, but abandoned the effort because I wasn't getting rich enough statistics for each realization of the five indicators. I guess if I was daytrading, it would be a different story. Maybe I'll revisit the multiple indicator prediction. Volume (daily) is definitely an attribute that I can easily mine. It's certainly worth trying past volume as an indicator. On what timescales do you typically deal with volume? past day/week/month?