Concordance Based Stock Index Prediction

Measures: Tau = 0.643362, Gini = 0.685077 and Rho = 0.654359 Predictor: S&P (02/25/1955 to 12/29/1955), Forecast: S&P (from 05/11/2015 to 06/01/2015)

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

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