Concordance Based Stock Index Prediction

Measures: Tau = 0.525729, Gini = 0.773850 and Rho = 0.738810 Predictor: S&P (10/17/1960 to 08/22/1961), Forecast: S&P (from 08/17/2015 to 09/04/2015)

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

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