Concordance Based Stock Index Prediction

Measures: Tau = 0.655377, Gini = 0.904373 and Rho = 0.849366 Predictor: S&P (02/21/2003 to 12/23/2003), Forecast: S&P (from 02/23/2015 to 03/13/2015)

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

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