Concordance Based Stock Index Prediction

Measures: Tau = 0.500352, Gini = 0.811925 and Rho = 0.700582 Predictor: S&P (6/29/1981 to 5/4/1982), Forecast: S&P (from 4/11/2016 to 4/29/2016)

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

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