Concordance Based Stock Index Prediction

Measures: Tau = 0.608342, Gini = 0.878045 and Rho = 0.812369 Predictor: S&P (09/12/1960 to 07/18/1961), Forecast: S&P (from 07/13/2015 to 07/31/2015)

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

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