Concordance Based Stock Index Prediction

Measures: Tau = 0.656231, Gini = 0.877082 and Rho = 0.841810 Predictor: S&P (03/02/1964 to 01/04/1965), Forecast: S&P (from 02/02/2015 to 02/19/2015)

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

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