Concordance Based Stock Index Prediction

Measures: Tau = 0.427538, Gini = 0.725207 and Rho = 0.627904 Predictor: S&P (11/26/1965 to 09/30/1966), Forecast: S&P (from 01/04/2016 to 01/25/2016)

Graph showing concordance over full periods, scaled for percent change, plus forecast.

Graph showing concordance over last 67 days including 15 day forecast.