As of 2022-01

TL;DR: amid structural adjustment: US consumer spending provides support for the market; VeriSign Inc VRSN (web security) emerges as systematically important

For 2 day ahead prediction, the top 5 most important predictive factors system-wide as of 2022-01-02 are

• Consumer Discretionary Sector SPDR ETF XLY (consumer)

• Fox Corporation FOX (media, working class)

• iShares MSCI Japan ETF (Japan)

• VeriSign Inc. VRSN (web security)

• Consumer Staples Sector SPDR ETF XLP (consumer)

Reading off results of the same setting, the top predictive factors for (at least one of) 5-, 10-, 20-, 30-Year US Real Interest Rates are

• Fox Corporation FOX (media, working class)

• Consumer Staples Sector SPDR ETF XLP (consumer)

• VeriSign Inc. VRSN (web security)

• iShares MSCI China ETF (industrials, working class)

The top ones for (at least one of) BTCUSD, ETHUSD, Invesco Nasdaq-100 ETF QQQ, SPDR S&P 500 ETF SPY are

• Applied Materials AMAT (semiconductor, materials engineering)

• Goldman Sachs GS (financials)

• ASML Holding ASML (semiconductor)