Concordance Based Stock Index Prediction

Measures: Tau = 0.642613, Gini = 0.894792 and Rho = 0.847879 Predictor: S&P (5/26/1981 to 3/31/1982), Forecast: S&P (from 3/7/2016 to 3/25/2016)

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

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