Concordance Based Stock Index Prediction

Measures: Tau = 0.622965, Gini = 0.818736 and Rho = 0.824761 Predictor: S&P (08/29/1960 to 07/05/1961), Forecast: S&P (from 06/29/2015 to 07/20/2015)

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

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