Concordance Based Stock Index Prediction

Measures: Tau = 0.424623, Gini = 0.724577 and Rho = 0.608063 Predictor: S&P (04/04/1978 to 02/02/1979), Forecast: S&P (from 10/26/2015 to 11/17/2015)

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

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