Concordance Based Stock Index Prediction

Measures: Tau = 0.747437, Gini = 0.947392 and Rho = 0.899176 Predictor: S&P (3/30/2009 to 2/1/2010), Forecast: S&P (from 8/11/2014 to 8/29/2014)

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

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