Concordance Based Stock Index Prediction

Measures: Tau = 0.414121, Gini = 0.709696 and Rho = 0.586741 Predictor: S&P (04/18/1978 to 02/16/1979), Forecast: S&P (from 11/09/2015 to 11/30/2015)

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

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