Finance fortune-telling
Macroeconomics is born out of finance fortune-tellers’ early efforts to predict changes in stock prices ...
One of the more ridiculous things I've proposed to forecast is the S&P 500, but I don't seem to be doing half bad:

It's true that the AR process is doing a lot of the work right now, but that AR process is being helped through the removal of the dynamic equilibrium trend.
Hopefully now that I've posted this, there will be a massive deviation, I can write up the inevitable post saying it's wrong, and I can stop tracking/updating it.