Concordance Based Stock Index Prediction

Measures: Tau = 0.623668, Gini = 0.831981 and Rho = 0.825050 Predictor: S&P (09/02/1960 to 07/11/1961), Forecast: S&P (from 07/06/2015 to 07/24/2015)

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

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