Concordance Based Stock Index Prediction

Measures: Tau = 0.442663, Gini = 0.799860 and Rho = 0.639118 Predictor: S&P (03/13/1978 to 01/12/1979), Forecast: S&P (from 10/05/2015 to 10/26/2015)

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

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