The answer to this question hinges on whether you already include individual fixed effects.
An interpretation of your question:
Q: If I already have individual fixed effects in my model, can I increase prediction power by adding right hand side variables (eg. gender) that don't vary within an individual?
A: In the context of classic linear models (eg. linear regression), the answer is no. All it would do is change your estimate of the fixed effects and none of your predictions would change at all.
If you ran the following two regressions:
$$y_{it} = \hat{a} + \hat{b}_1 x_{it} + \hat{u}_i +\hat{\epsilon}_{it}$$
$$y_{it} = a + b_1 x_{it} + b_2 z_i + u_i + \epsilon_{it}$$
Your forecasting power would be the same, and you'd have $\hat{u}_i = b_2 z_i + u_i$.
Q: Moving beyond ordinary least squares regression, could it change things?
A: Yes. In the most general sense, you need not have the equivalence. I would not expect it to improve things (since the data is collinear), but perhaps in certain contexts it could? Eg. repeating the same feature in a random forest could give it a higher probability of being selected etc...