Concordance Based Stock Index Prediction

Measures: Tau = 0.757035, Gini = 0.895180 and Rho = 0.886509 Predictor: S&P (1/28/1964 to 11/30/1964), Forecast: S&P (from 7/14/2014 to 8/1/2014)

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

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