Concordance Based Stock Index Prediction

Measures: Tau = 0.553065, Gini = 0.836794 and Rho = 0.745226 Predictor: S&P (04/30/2003 to 03/03/2004), Forecast: S&P (from 08/03/2015 to 08/21/2015)

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

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