Concordance Based Stock Index Prediction

Measures: Tau = 0.645327, Gini = 0.916932 and Rho = 0.844238 Predictor: S&P (9/21/1992 to 7/23/1993), Forecast: S&P (from 12/22/2014 to 1/9/2015)

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

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