Thanks for the great advice, redman. Looks like you've found the grail. You are wayyyyyy ahead of me in terms of sophistication. It appears these tradeable correlations are best left to the realm of the quants and programmers - out of my league. Although.....hmmmmmm. If one can predict the intraweek direction of a major indice (ex dollar direction) fairly, there should be other correlations in related markets, no? I guess it comes back to locating high correlated markets and starting from there.