Concordance Based Stock Index Prediction

Measures: Tau = 0.560754, Gini = 0.793769 and Rho = 0.771320 Predictor: S&P (10/10/1960 to 08/15/1961), Forecast: S&P (from 08/10/2015 to 08/28/2015)

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

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