Concordance Based Stock Index Prediction

Measures: Tau = 0.379548, Gini = 0.660248 and Rho = 0.517763 Predictor: S&P (07/16/1952 to 05/22/1953), Forecast: S&P (from 09/21/2015 to 10/09/2015)

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

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