Concordance Based Stock Index Prediction

Measures: Tau = 0.597387, Gini = 0.877132 and Rho = 0.813624 Predictor: S&P (08/08/1975 to 06/10/1976), Forecast: S&P (from 04/06/2015 to 04/23/2015)

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

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