Concordance Based Stock Index Prediction

Measures: Tau = 0.405528, Gini = 0.701034 and Rho = 0.567179 Predictor: S&P (05/15/1978 to 03/16/1979), Forecast: S&P (from 12/07/2015 to 12/28/2015)

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

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