Concordance Based Stock Index Prediction

Measures: Tau = 0.734673, Gini = 0.922727 and Rho = 0.878637 Predictor: S&P (1/25/1995 to 11/27/1995), Forecast: S&P (from 6/16/2014 to 7/6/2014)

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

Graph showing concordance over last 67 days including forecast.