[BlowFish]

I can't help feeling that it could be useful. Knowing that the high/low of the day is put in during the first 15 minutes of trading 75% of the time (figures made up on the spot) should be exploitable. Knowing that price trades withing 5 ticks of yesterdays floor pivot 70% of the time likewise. Knowing that if price travels yy points above last weeks high that it is likely to go on and close (daily) above this value xx% of the time etc. etc. etc.

I guess what I am saying is things should be statisticaly significant (i.e. a good high number personally I'd like to see 70% or even 80%+). And that the 'thing' you are measuring should make some sense based on market structure. I guess you have to be pretty careful that you are uncovering some fundamental structure rather than curve fitting some random numbers of course.

I have only ever tried a data mining exercise once as the tools are a little unwieldy (I used Excel). If there where simple tools I might be inclined to try more.

Cheers.