Grandparent poster is looking for leading indicators, since that's where you make your money. GDP growth, by definition, tracks how the economy is doing
today. Unemployment is a lagging indicator, tracking how the economy did a few months ago, because it takes businesses time to hire. Bond yields and stock market prices are considered leading indicators, because traders try to anticipate how the economy will do in the future.
To beat the market you need reliable indicators that are more leading than the stock market. Some of the ones people look at are advertising spending (companies only advertise when they expect consumers will have money to spend in the near future), capital investment (companies invest in new productive capacity when they expect demand will be higher in the future), and R&D spending (companies can only afford to spend on speculative goals when they have cash burning a hole in their bottom line).