Concordance Based Stock Index Prediction

Measures: Tau = 0.472060, Gini = 0.812014 and Rho = 0.654156 Predictor: S&P (04/06/1981 to 02/09/1982), Forecast: S&P (from 12/28/2015 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.