Concordance Based Stock Index Prediction

Measures: Tau = 0.649497, Gini = 0.881376 and Rho = 0.848666 Predictor: S&P (12/3/1981 to 3/10/1982), Forecast: S&P (from 2/15/2016 to 3/4/2016)

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

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