Concordance Based Stock Index Prediction

Measures: Tau = 0.532764, Gini = 0.849783 and Rho = 0.734677 Predictor: S&P (11/28/2000 to 10/10/2001), Forecast: S&P (from 2/22/2016 to 3/11/2016)

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

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