Concordance Based Stock Index Prediction

Measures: Tau = 0.438794, Gini = 0.774871 and Rho = 0.621541 Predictor: S&P (7/14/1981 to 5/18/1982), Forecast: S&P (from 4/25/2016 to 5/13/2016)

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

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