Concordance Based Stock Index Prediction

Measures: Tau = 0.614171, Gini = 0.872129 and Rho = 0.780576 Predictor: S&P (3/21/1995 to 1/22/1996), Forecast: S&P (from 1/19/2015 to 2/9/2015)

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

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