Concordance Based Stock Index Prediction

Measures: Tau = 0.471859, Gini = 0.797033 and Rho = 0.667169 Predictor: S&P (7/7/1981 to 5/11/1982), Forecast: S&P (from 4/18/2016 to 5/6/2016)

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

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