Concordance Based Stock Index Prediction

Measures: Tau = 0.695025, Gini = 0.828461 and Rho = 0.858285 Predictor: S&P (5/27/1958 to 4/2/1959), Forecast: S&P (from 11/10/2014 to 12/2/2014)

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

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