Concordance Based Stock Index Prediction

Measures: Tau = 0.656633, Gini = 0.899710 and Rho = 0.847630 Concordant+Predictor Period: S&P (8/30/1995 to 7/5/1996), Most Recent 200 Market Days: S&P (2/29/2016 to 12/9/2016), Forecast: S&P (from 12/12/2016 to 12/31/2016)

The top concordant period (1995-96) is a rolling concordance match in sequence. Thus, parallels between the 1995-96 and the last 200 market days continue, but are not calendar aligned.

The concordance strength drops again, with only Gini falling below 0.9 for the first time in several weeks.

Forecasts based upon this concordance must be expected to be less reliable than those based upon the matches from recent weeks.

Please note that technical problems with the system that performs the operations required continue. These should be resolved soon.

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

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

Concordance reporting delayed due to holiday/travel.