Concordance Based Stock Index Prediction

Measures: Tau = 0.686683, Gini = 0.825725 and Rho = 0.852738 Predictor: S&P (6/11/1958 to 4/16/1959), Forecast: S&P (from 11/24/2014 to 12/16/2014)

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

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