As of 2021-11-06
We switch to reporting for 2 day ahead prediction horizon.
TL;DR: rotating from defensive stocks into tech
As of 2021-11-06 for 2 day ahead horizon the most important predictive factors are
Ross Stores Inc. ROST
Amgen AMGN
The Walt Disney Company DIS
Health Care Sector SPDR ETF XLV
Invesco Nasdaq-100 ETF QQQ
Accenture ACN
USDCNY
Lockheed Martin LMT
Today Ross Stores Inc. ROST is priced with a Price/Earning ratio 31; Amgen AMGN 22.
For ETFs, Health Care Sector SPDR ETF XLV with Price/Earning ratio 32; Invesco Nasdaq-100 ETF QQQ 35.
Real interest rate is the nominal interest rate subtracting inflation. https://en.m.wikipedia.org/wiki/Real_interest_rate
Collectively, the top 5 of them are most predictive of
SPDR S&P 500 ETF SPY
iShares MSCI Germany ETF EWG
Cognizant Technology Solutions Corporation CTSH
Skyworks Solutions, Inc. SWKS
United States Oil Fund LP USO
Pfizer PFE
Berkshire Hathaway BRK
Paychex, Inc. PAYX
SPDR EURO STOXX 50 ETF FEZ
for 2 day ahead prediction.