Concordance Based Stock Index Prediction

Measures: Tau = 0.670955, Gini = 0.929461 and Rho = 0.865375 Predictor: S&P (1/15/2013 to 11/19/2013), Forecast: S&P (from 12/15/2014 to 1/6/2015)

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

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