Concordance Based Stock Index Prediction

Measures: Tau = 0.436985, Gini = 0.734763 and Rho = 0.626163 Predictor: S&P (10/25/1968 to 9/16/1969), Forecast: S&P (from 2/8/2016 to 2/26/2016)

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

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