Tom - re: the High/Low Logic Index, can I ask you where you're sourcing your data?
I've been wanting to explore the HLLI but don't know of a good source for historical NH/NL data offhand. If I'm not mis-remembering, there were some quirks in how the data were being reported (some change over time affecting the first few weeks of a given year?), and I'd be curious about how you're handling that (if I remembered it correctly in the first place).