Concordance Based Stock Index Prediction

Measures: Tau = 0.642312, Gini = 0.780179 and Rho = 0.842766 Predictor: S&P (05/20/1964 to 03/24/1965), Forecast: S&P (from 04/20/2015 to 05/08/2015)

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

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