As of 2021-09-09

TL; DR: interest rates, data analytics, Pharma & transportation

For 15 day ahead prediction, the most important predictive factors system-wide are

1. iShares TIPS¹ Bond ETF TIP

2. 3-Month LIBOR (interest rate) for British Pound GBP

3. Verisk Analytics, Inc. VRSK

4. Union Pacific Corporation UNP

5. Bristol-Myers Squibb BMY

6. Boeing BA

7. Alphabet Inc. GOOGL

8. Medtronic plc. MDT

9. 3-Month LIBOR (interest rate) for US dollar USD

10. SPDR S&P 500 ETF SPY

1. Treasury Inflation-Protected Securities (TIPS): https://www.treasurydirect.gov/indiv/products/prod_tips_glance.htm