Concordance Based Stock Index Prediction

Measures: Tau = 0.665025, Gini = 0.915487 and Rho = 0.873193 Predictor: S&P (02/26/2003 to 12/29/2003), Forecast: S&P (from 06/01/2015 to 06/22/2015)

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

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