How to Reduce Risk When Your Correlations Are One Sided

I like to believe I'm watching correlations across markets based on sort of how people are looking at the macro thing, right? So that I can kind of have an understanding for the correlation so that I can then watch my portfolio so that it doesn't get to one sided. It's obvious to say and truthfully, this isn't always obvious and it wasn't obvious or a CCO but in general, let's say I get a signal to buy the S&P, buy the Dow, buy the NASDAQ, and buy the Russell, right? Am I going to buy full positions in all four of those things? I mean, no, because it's pretty much the same trade