As of 2022-05
TL;DR: Nasdaq index’s downward trend; Strength of US dollar
As of 2022-05-16, for 2 day ahead prediction, the most important predictors for 5-, 10-, 20-, 30-Year US Real Interest Rates are
Unitedhealth Group Inc UNH (healthcare)
Real Estate Sector SPDR ETF XLRE (real estate)
SPDR Dow Jones Industrial Average ETF DIA (industrials)
Real Interest is the nominal interest rate minus market-expected inflation. On FRED, one could find data for US Real Interest Rates under the title of “nn-Year Treasury Inflation-Indexed Security”.
On the side of equity, the most important predictive factors driving QQQ, SPY, DIA for 2 day ahead prediction are
Invesco Nasdaq-100 ETF QQQ (i.e. QQQ's own trend)
USDCHF (currency)