Concordance Based Stock Index Prediction

Measures: Tau = 0.670201, Gini = 0.818582 and Rho = 0.861368 Predictor: S&P (03/04/1955 to 01/06/1956), Forecast: S&P (from 05/18/2015 to 06/08/2015)

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

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