Concordance Based Stock Index Prediction

Measures: Tau = 0.646533, Gini = 0.903613 and Rho = 0.848414 Predictor: S&P (03/14/2003 to 01/15/2004), Forecast: S&P (from 03/16/2015 to 04/03/2015)

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

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