Concordance Based Stock Index Prediction

Measures: Tau = 0.676935, Gini = 0.824441 and Rho = 0.846911 Predictor: S&P (6/17/1958 to 4/22/1959), Forecast: S&P (from 12/01/2014 to 12/19/2014)

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

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