Concordance Based Stock Index Prediction

Measures: Tau = 0.417337, Gini = 0.710878 and Rho = 0.577599 Predictor: S&P (05/30/1978 to 03/30/1979), Forecast: S&P (from 12/21/2015 to 1/8/2016)

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

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