Concordance Based Stock Index Prediction

Measures: Tau = 0.437839, Gini = 0.735359 and Rho = 0.631306 Predictor: S&P (03/28/1978 to 01/26/1979), Forecast: S&P (from 10/19/2015 to 11/09/2015)

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

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