Concordance Based Stock Index Prediction

Measures: Tau = 0.598040, Gini = 0.850335 and Rho = 0.800983 Predictor: S&P (05/01/1981 to 03/08/1982), Forecast: S&P (from 1/25/2016 to 2/12/2016)

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

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