Combine the mayonnaise, vinegar, lemon juice, horseradish and mustard powder in a medium bowl, and whisk until smooth.
Add salt, pepper and cayenne to taste. Serve with your favorite barbecue, such as chicken.
Check out these other BBQ Sauce options:
Memphis-Style BBQ Sauce
Kansas City-Style BBQ Sauce
South Carolina BBQ Sauce
Lexington Style BBQ Sauce
Eastern North Carolina BBQ Sauce