Concordance Based Stock Index Prediction

Measures: Tau = 0.755678, Gini = 0.942877 and Rho = 0.88998 Predictor: S&P (3/6/1995 to 1/5/1996), Forecast: S&P (from 6/30/2014 to 7/21/2014)

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

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