Concordance Based Stock Index Prediction

Measures: Tau = 0.655176, Gini = 0.912927 and Rho = 0.865791 Predictor: S&P (03/07/1995 to 01/08/1996), Forecast: S&P (from 05/26/2015 to 06/16/2015)

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

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