As of 2022-03

Sorry for delay of publishing of the newsletter for this month.

TL;DR: under pressure of war, Pharma stocks became the anchor foreboding market movement

As of 2022-03-21, for 2-day ahead prediction, the most important predictive factors for 5-, 10-, 20-, 30-Year US Real Interest Rates are

• Consumer Staples Sector SPDR ETF XLP (consumer)

• Merck & Co MRK (pharmaceutical)

Those driving Invesco Nasdaq-100 ETF QQQ, SPDR S&P 500 ETF SPY, SPDR Dow Jones Industrial Average ETF DIA are

• Splunk SPLK (data processing)

• American Tower AMT (real estate, telecommunications)

• Meta FB (Web3)

• Allstate ALL (insurance)

• Johnson & Johnson JNJ (pharmaceutical)

• USDCHF (currency)

• Seattle Genetics, Inc. SGEN (pharmaceutical)

If we add BTCUSD, ETHUSD to the list of target variables, the driving factors become

• Meta FB (Web3)

• ETHUSD (cryptocurrency)

• Splunk SPLK (data processing)

• USDCHF (currency)