It looks like I [marginally] beat the SP500
I found the optimal significant lag of various variables and did an upper/lower (i.e. >0 daily delta, or <0 daily delta hold signal for SP500 return) graph for each variable and compared it to the SP500
This was the one that showed promise because it was daily and it gave me a good result.
I actually did my homework and used a training partition to find the significant correlations, then carried these terms to the test partition and derived their Total Cumulative Returns and this one was the one that made the most sense.
Now I can apply this method to any symbol
The blue is the sp500