Concordance Based Stock Index Prediction

Measures: Tau = 0.436482, Gini = 0.788837 and Rho = 0.629982 Predictor: S&P (03/20/1978 to 01/19/1979), Forecast: S&P (from 10/12/2015 to 11/02/2015)

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

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