| Feature | Correlation | Feature | Correlation |
| S&P 500 daily return lag one day | −0.0608 | DJIA daily return | −0.0580 |
| S&P 500 daily volume | −0.0225 | NASDAQ daily return | −0.0529 |
| FTSE daily return | −0.0089 | Gold price daily return | −0.0382 |
| Nikkei daily return | 0.0667 | Crude oil daily return | 0.1224 |
| SSE daily return | 0.0513 | S&P 500 Momentum (n = 4) | −0.0168 |
| USDGBP daily return | 0.0049 | S&P 500 ROC (n = 4) | −0.0168 |
| USDCNY daily return | 0.0272 | S&P 500 Momentum (n = 3) | −0.0124 |
| USDJPY daily return | 0.0502 | S&P 500 ROC (n = 3) | −0.0124 |