Concordance Based Stock Index Prediction

Measures: Tau = 0.418492, Gini = 0.718395 and Rho = 0.594593 Predictor: S&P (04/11/1978 to 02/09/1979), Forecast: S&P (from 11/02/2015 to 11/24/2015)

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

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