Concordance Based Stock Index Prediction

Measures: Tau = 0.362412, Gini = 0.708582 and Rho = 0.521502 Predictor: S&P (8/4/1981 to 6/9/1982), Forecast: S&P (from 5/16/2016 to 6/6/2016)

Note poor concordance score for tau indicating that the recent period is not strongly similar to past behaviors. However, the match between the rolling 1981/82 period and immediate history continues.

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

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