Concordance Based Stock Index Prediction

Measures: Tau = 0.389196, Gini = 0.578488 and Rho = 0.534470 Predictor: S&P (07/23/1952 to 05/29/1953), Forecast: S&P (from 09/28/2015 to 10/19/2015)

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

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