Concordance Based Stock Index Prediction

Measures: Tau = 0.533618, Gini = 0.830896 and Rho = 0.737342 Predictor: S&P (6/22/1981 to 4/27/1982), Forecast: S&P (from 4/4/2016 to 4/22/2016)

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

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