Concordance Based Stock Index Prediction

Measures: Tau = 0.584724, Gini = 0.853428 and Rho = 0.775571 Predictor: S&P (04/23/2003 to 02/25/2004), Forecast: S&P (from 07/27/2015 to 08/15/2015)

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

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