Concordance Based Stock Index Prediction

Measures: Tau = 0.662362, Gini = 0.786097 and Rho = 0.855359 Predictor: S&P (06/04/1964 to 04/07/1965), Forecast: S&P (from 05/04/2015 to 05/22/2015)

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

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