The atherosclerotic process begins in childhood but, in general, does not reach the clinical horizon until after the fifth decade of life, at which point the best opportunities for prevention and intervention have been lost. In order to identify children with a high risk of developing coronary artery disease (CAD), risk factors measured in children that are the most informative indicators of future risk must be identified. Using a novel analytical strategy that incorporates a continuum of information about context dependency, we investigated whether there were significant differences in intermediate biochemical and physiological traits between children (189 females and 188 males, ages 5-20.5 years) with and without a strong family history of clinically-defined CAD at three levels of context dependency (coarse grain, medium grain, and fine grain). In the coarse-grained analysis we tested for differences in mean levels of nine intermediate traits (lipids, apolipoproteins, blood pressure traits) and indices of external and internal environmental context (age, body mass index, smoking status). Female children with a strong family history had higher average levels for total cholesterol, triglyceride, Apo B, and systolic blood pressure and were on average older and weighed more than female children with a weak family history of CAD. Male children with a strong family history of CAD had higher average levels of triglycerides and were on average older than male children with a weak family history. In the medium-grained analysis we investigated whether the regression relationships between each intermediate trait and each measure of environmental context was significantly different between children with and without a strong family history of CAD. Our results indicate that children with a strong family history of CAD have a significantly different relationship between their intermediate traits and environmental contexts than children with a weak family history. In the fine-grained analysis, we stratified the sample into age, BMI, and smoking subgroups and tested for mean differences in the intermediate traits between children with and without a strong family history. For seven of the nine intermediate traits we found evidence of significant mean differences between children with and without a strong family history of CAD in particular age and BMI subgroups in nonsmokers that were not expected given the results from separate age-dependent or BMI-dependent marginal analyses. From these analyses, we conclude that the inferences about intermediate biochemical and physiological trait associations with family history of CAD depend on where on the coarse-grain to fine-grain continuum of context dependency the analysis is performed. In many cases, inferences at one level of investigation are different than the inferences made at a coarser or finer level. This study documents the complexity of the associations between intermediate traits and risk of CAD and raises the question of how many models are needed to maximize disease prediction and where these models should fall on the coarse- to fine-grain continuum.