Concordance Based Stock Index Prediction

Measures: Tau = 0.601055, Gini = 0.868909 and Rho = 0.802106 Predictor: S&P (10/01/1985 to 08/04/1986), Forecast: S&P (from 03/23/2015 to 04/10/2015)

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

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