Concordance Based Stock Index Prediction

Measures: Tau = 0.645980, Gini = 0.895896 and Rho = 0.833273 Predictor: S&P (1/10/1972 to 11/9/1972), Forecast: S&P (from 1/26/2015 to 2/13/2015)

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

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