Concordance Based Stock Index Prediction

Measures: Tau = 0.629749, Gini = 0.876263 and Rho = 0.792184 Predictor: S&P (3/1/1995 to 1/2/1996), Forecast: S&P (from 12/29/2014 to 1/20/2015)

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

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