Note that the correlations among equity futures indexes declined from the previous week. There is a good reason for this to occur and continue through next week.
Taking the opposite side of the return-to-mean trade must work part of the time for the correlations trades to work. How long is uncertain. Also, next week is a holiday weekend and a traditionally slow one. There is no reason to expect return on risk when the risk is reducing via lower/slower volume.
The bonds vs. note trade still seems viable; I also like long equity/short VXX on any equity pull back.