Concordance Based Stock Index Prediction

Measures: Tau = 0.758593, Gini = 0.942615 and Rho = 0.889368 Predictor: S&P (2/14/1995 to 12/15/1996), Forecast: S&P (from 7/7/2014 to 7/25/2014)

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

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