Concordance Based Stock Index Prediction

Measures: Tau = 0.662211, Gini = 0.906628 and Rho = 0.854802 Predictor: S&P (03/07/2003 to 01/08/2004), Forecast: S&P (from 03/09/2015 to 03/27/2015)

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

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