What is Going On 2021-08-15

TL;DR: non-US currencies as CHF, GBP, cryptocurrency, AT&T (telecommunication), and Boeing (industrial) are the central theme

For 15 day ahead forecast horizon, the top driving factors system-wide are

1. 12-Month LIBOR (interest rate) on CHF

2. M3 (money supply) for the United Kingdom

3. AT&T Inc T

4. Litecoin LTCUSD

5. Boeing BA

Collectively, they are most predictive of

1. Occidental Petroleum OXY

2. Unemployment Rate for Japan

3. M2 (money supply) for the United States

4. Consumer Opinion Surveys for the United States

5. Lowe’s Companies, Inc. LOW

6. KLA Corporation KLAC

7. Consumer Opinion Surveys for China

8. iShares MSCI India ETF INDA

9. M3 (money supply) for Japan

10. Vertex Pharmaceuticals Inc. VRTX