Now that etfs are so popular and pretty much anything can be traded.. Obviously, commodity are more heavily traded but let's not forget about the ones that signal fear in the market like VIX... Some didn't do so well like the luxury brand by claymore, ROB (Rob Report index). My suggestion is forming a terb index or adult entertainment index (playboy, huslter, etc). I believe that the tracking the traffic of terb can also give a good indication of consumer discretionary spending. I wondered if the moderator/ Fred can provide statistics on the trends in the number of postings. One can also easily track the site traffic but I think # of postings might be more meaningful