Concordance Based Stock Index Prediction

Measures: Tau = 0.582814, Gini = 0.891687 and Rho = 0.806744 Predictor: S&P (12/26/2012 to 10/29/2013), Forecast: S&P (from 04/27/2015 to 05/15/2015)

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

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