Skelton has confirmed his ambition of emulating London 2012 gold medal-winning Great Britain colleague Scott Brash by landing an #830,000 jackpot.
The lucrative bonus is won by any rider that claims consecutive victories at arguably world showjumping's three most prestigious grands prix - Geneva, Aachen and Spruce Meadows in Calgary.
Brash completed the treble with Hello Sanctos last September, and 58-year-old Skelton - Britain's first individual showjumping gold medallist in Olympic history - will now aim his Rio ride Big Star at a possible clean sweep.
Former world number one Brash is the only showjumper to have accomplished a Grand Slam, but given Skelton's performance in Rio last month, it is unquestionably an attainable feat.
First on Skelton's agenda is the Furusiyya FEI Nations Cup final in Barcelona later this month - he will be joined by Great Britain team-mates Brash, John Whitaker, Michael Whitaker and Tim Stockdale - before building towards Geneva in December.
"We will have a few weeks off now in terms of competitions, and then Big Star will go to Barcelona and a couple of other shows, followed by Geneva," Skelton told Press Association Sport.
"The Rolex Grand Slam is definitely the aim now."
Skelton admits the last two-and-a-half weeks have been "very hectic" since his return from Brazil, with the media spotlight firmly trained on a man whose top-flight career has seen him overcome a broken neck, hip replacement and persistent chronic back pain before reaching showjumping's summit.
"Winning an Olympic gold medal is the ultimate goal," he added.
"The last fortnight or so has been very hectic, to say the least, and quite overwhelming.
"It was an amazing experience in Rio. Of all the things I have won, to get that towards the end of your career, it is special.
"I suppose I should have got it years ago, but I didn't, and maybe that was a good thing, because I would probably have quit by now.
"To win the Olympic title - I thought perhaps I was never going to do it - is a dream."
None of it, of course, would have been possible without the brilliant 13-year-old bay stallion Big Star, owned by Gary and Beverley Widdowson, who made a spectacular comeback from leg trouble that meant spells sidelined between the London Olympics and Rio.
The horse's prowess was showcased on an unforgettable Friday in Deodoro, when he delivered three clear rounds, including a jump-off that saw Skelton beat two former Olympic champions - Switzerland's Steve Guerdat and Canadian Eric Lamaze - plus Sweden's Peder Fredricson and American Kent Farrington.
Skelton said: "I did say six months before Rio that I thought Big Star was in better shape and more experienced than he was in London, although he'd had a couple of years off because of injury. He was more mature than he was in London.
"Rio was only his 14th round of jumping this year, which is nothing. We've worked hard to get him back, with a lot of people's help. He is a good patient.
"He is not a horse that needs to go in the ring a lot - he takes everything in his stride. I don't think I could have done it with another horse, to be honest.
"Even at five-years-old, I thought he was an amazing horse. He had the talent, but you have got to wait a long time before you do the big stuff, so it was four years of training, looking after him and keeping him in one piece.
"He knows when it is important, and he can take the pressure.
"In a situation like that jump-off, I knew if I didn't make a mistake, Big Star wouldn't. It was important to get clear, and to go quickly enough.
"That's what I did, and then let the others come at me.
"They were under quite extreme pressure then, because they knew they had to go clear and they knew they had to go quickly, which can force mistakes. Luckily, it all worked out."
source: sportinglife