Concordance Based Stock Index Prediction

Measures: Tau = 0.622864, Gini = 0.772905 and Rho = 0.828253 Predictor: S&P (04/30/1964 to 03/04/1964), Forecast: S&P (from 03/30/2015 to 04/17/2015)

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

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