I was sitting on the left side of a 737,2 hours after we left Varadero, CUBA, it was 8:15 PM, Eastern time, en route to Calgary, Canada. Approximately over Oklahoma, at 39.ooo feet. I saw a red light with a strobe which flashed 3 times and then saw the red again and repeating, The strobe was way brighter then the other planes lights I had seen earlier. off the left side about a mile away, and matching pace with my Aircraft, I watched it for about 20 seconds as it kept up, Then suddenly it changed course and headed towards us, as it got closer it accelerated and change course ,to keep coming straight at us, Then I could see it start to climb and very quickly it went almost straight over top of us, about 50 feet higher even though we were flying at .78 mach, it was matching our forward speed, while coming at us perpendicular angle and very high speed. Weird, No aircraft known to me can do this., It was a large, grey triangle with a light on each corner, bigger then our 737. Our Pilots did not see anything, as it was off the left side and they claim to look out the front.