Concordance Based Stock Index Prediction

Measures: Tau = 0.763920, Gini = 0.951853 and Rho = 0.907233 Predictor: S&P (3/23/2009 to 1/25/2010), Forecast: S&P (from 8/4/2014 to 8/22/2014)

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

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