Concordance Based Stock Index Prediction

Measures: Tau = 0.403467, Gini = 0.695582 and Rho = 0.568132 Predictor: S&P (04/25/1978 to 02/26/1979), Forecast: S&P (from 11/16/2015 to 12/07/2015)

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

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