Predicting Daily Stock Market Returns - Part 1 (continued)

(due to technical issues, this is a continuation of the previous post).

SMA20 - 20 day simple moving average

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SMA50 - 50 day simple moving average

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SMA200 - 200 day simple moving average

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SMA50_200 - 50d SMA - 200d SMA

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BB - Bollinger Band

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vol5 - 5 day Volatility

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vol10 - 10 day Volatility

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volchg - 5 day - 10 day volatility