Concordance Based Stock Index Prediction

Measures: Tau = 0.698442, Gini = 0.879037 and Rho = 0.853558 Predictor: S&P (1/27/1964 to 11/27/1964), Forecast: S&P (from 1/12/2015 to 2/2/2015)

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

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