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Generally speaking, studies have shown that for a particular stock price movement, 60.0 percent of that movement is due to the movement of the overall stock market, 30.0 percent is due to the sector or industry the stock is in, and only 10.0 percent to the fundamentals of the company itself. Therefore, our work begins first with predicting the direction of the stock market (based on our stock market indicator model) and then predicting which sectors should outperform the stock market.