Concordance Based Stock Index Prediction

Measures: Tau = 0.416080, Gini = 0.746723 and Rho = 0.577415 Predictor: S&P (05/22/1978 to 03/23/1979), Forecast: S&P (from 12/14/2015 to 1/4/2016)

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

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