Concordance Based Stock Index Prediction

Measures: Tau = 0.563970, Gini = 0.852035 and Rho = 0.774965 Predictor: S&P (6/15/1981 to 4/20/1982), Forecast: S&P (from 3/28/2016 to 4/15/2016)

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

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