Concordance Based Stock Index Prediction

Measures: Tau = 0.473568, Gini = 0.784485 and Rho = 0.656394 Predictor: S&P (03/07/2001 to 01/14/2002), Forecast: S&P (from 11/30/2015 to 12/17/2015)

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

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