Concordance Based Stock Index Prediction

Measures: Tau = 0.384573, Gini = 0.683175 and Rho = 0.565529 Predictor: S&P (02/26/1991 to 12/27/1991), Forecast: S&P (from 09/07/2015 to 09/28/2015)

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

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