Concordance Based Stock Index Prediction

Measures: Tau = 0.639799, Gini = 0.910416 and Rho = 0.834306 Predictor: S&P (02/14/2003 to 12/17/2003), Forecast: S&P (from 02/16/2015 to 03/09/2015)

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

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