|Unless you provide detailed information regarding the "correlation matrix" there's not much help that we can provide.|
Keep in mind that we can't see your workbook from where we're sitting, so we have no idea how it is laid out or where the data is coming from.
Additional information we need:
How would the "program" provide you with an entry signal?
What is your definition of "closely correlated"?
How is the correlation determined?
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