Concordance Based Stock Index Prediction

Measures: Tau = 0.457588, Gini = 0.786500 and Rho = 0.645047 Predictor: S&P (08/21/1997 to 06/25/1998), Forecast: S&P (from 08/24/2015 to 09/12/2015)

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

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