Concordance Based Stock Index Prediction

Measures: Tau = 0.554925, Gini = 0.827031 and Rho = 0.758389 Predictor: S&P (04/27/1981 to 02/08/1982), Forecast: S&P (from 1/19/2016 to 2/8/2016)

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

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