Concordance Based Stock Index Prediction

Measures: Tau = 0.753467, Gini = 0.940003 and Rho = 0.884049 Predictor: S&P (3/9/2009 to 1/8/2010), Forecast: S&P (from 7/21/2014 to 8/8/2014)

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

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