Concordance Based Stock Index Prediction

Measures: Tau = 0.614975, Gini = 0.883633 and Rho = 0.828008 Predictor: S&P (6/2/1981 to 4/6/1982), Forecast: S&P (from 3/14/2016 to 4/1/2016)

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

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