Concordance Based Stock Index Prediction

Measures: Tau = 0.741759, Gini = 0.83921 and Rho = 0.876646 Predictor: S&P (3/18/1958 to 1/21/1959), Forecast: S&P (from 6/23/2014 to 7/14/2014)

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

Graph showing concordance over last 67 days including forecast.