Concordance Based Stock Index Prediction

Measures: Tau = 0.410251, Gini = 0.703953 and Rho = 0.592627 Predictor: S&P (02/19/1991 to 12/19/1991), Forecast: S&P (from 08/31/2015 to 09/21/2015)

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

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