Concordance Based Stock Index Prediction

Measures: Tau = 0.590452, Gini = 0.857485 and Rho = 0.784391 Predictor: S&P (04/15/2003 to 02/18/2004), Forecast: S&P (from 07/20/2015 to 08/08/2015)

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

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