Concordance Based Stock Index Prediction

Measures: Tau = 0.628040, Gini = 0.887079 and Rho = 0.837088 Predictor: S&P (10/14/1985 to 08/15/1986), Forecast: S&P (from 04/13/2015 to 04/30/2015)

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

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