Concordance Based Stock Index Prediction

Measures: Tau = 0.665276, Gini = 0.911085 and Rho = 0.874625 Predictor: S&P (03/05/2003 to 01/06/2004), Forecast: S&P (from 06/08/2015 to 06/26/2015)

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

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