Concordance Based Stock Index Prediction

Measures: Tau = 0.384422, Gini = 0.563091 and Rho = 0.530933 Predictor: S&P (07/09/1952 to 05/15/1953), Forecast: S&P (from 09/14/2015 to 10/02/2015)

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

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