Concordance Based Stock Index Prediction

Measures: Tau = 0.644975, Gini = 0.863908 and Rho = 0.834400 Predictor: S&P (03/09/1964 to 01/11/1965), Forecast: S&P (from 02/09/2015 to 03/02/2015)

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

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