Concordance Based Stock Index Prediction

Measures: Tau = 0.585528, Gini = 0.868153 and Rho = 0.799845 Predictor: S&P (6/9/1981 to 4/13/1982), Forecast: S&P (from 3/21/2016 to 4/8/2016)

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

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