Concordance Based Stock Index Prediction

Measures: Tau = 0.654975, Gini = 0.892951 and Rho = 0.856293 Predictor: S&P (5/18/1981 to 3/23/1982), Forecast: S&P (from 2/29/2016 to 3/18/2016)

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

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