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Résumé : This chapter explains the trading of DAX by utilization of a related index with the highest correlation of the DAX in order to develop an intermarket divergence system to trade DAX futures. The correlation between the DAX and the CAC is slightly better on absolute price basis but the EuroStoxx, on the other hand, is a little better when taking daily and weekly yields. This is also the case between the corresponding index futures. The dilemma is resolved by testing. Both the profit factor and total profits suggested that the CAC 40 is more effective in predicting the DAX. It seems that the traditional historical antipathy between the German and the French people does not extend into their markets as the economies are linked together in the European Union.