Concordance Based Stock Index Prediction

Measures: Tau = 0.626030, Gini = 0.900845 and Rho = 0.835560 Predictor: S&P (08/10/1998 to 06/14/1999), Forecast: S&P (from 06/22/2015 to 07/13/2015)

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

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