Concordance Based Stock Index Prediction

Measures: Tau = 0.771759, Gini = 0.953800 and Rho = 0.910997 Predictor: S&P (3/16/2009 to 1/15/2010), Forecast: S&P (from 7/28/2014 to 8/15/2014)

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

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