As of 2021-10-03

TL;DR: stimulus, telecommunications/semiconductor, biopharma

As of 2021-10-03, for 15 day ahead prediction, the most important predictive factors are

1. Philip Morris International PM

2. Cisco Systems CSCO

3. Mastercard Inc. MA

4. Consumer Price Index of All Items in Japan

5. BioMarin Pharmaceutical Inc. BMRN

6. Synopsys, Inc. SNPS

7. M3 (money supply) for the Euro Area

8. Harmonized Index of Consumer Prices: All Items for Euro area (19 countries)

9. Liberty Global plc LBTYK

10. M2 (money supply) for the United States

Money Supply: https://en.m.wikipedia.org/wiki/Money_supply

Consumer Price Index: https://en.m.wikipedia.org/wiki/Consumer_price_index

Harmonized Index of Consumer Price: https://en.m.wikipedia.org/wiki/Harmonised_Index_of_Consumer_Prices

Collectively, the top 5 of them are most predictive of

1. Total Industry Production Excluding Construction for Switzerland

2. Long-Term Government Bond Yields: 10-year: Main (Including Benchmark) for Switzerland

3. Johnson & Johnson JNJ

4. Danaher Corporation DHR

5. Oracle Corporation ORCL

6. USDHKD

7. Lockheed Martin LMT

8. iShares Russell 2000 ETF IWM

9. Cognizant Technology Solutions Corporation CTSH

10. MercadoLibre, Inc. MELI

(Controversies aside,) GameStop Corp. GME appears to be predictive of S&P/Case-Shiller U.S. National Home Price Index, likewise of S&P/Case-Shiller 20-City Composite Home Price Index.