Concordance Based Stock Index Prediction

Measures: Tau = 0.724623, Gini = 0.940201 and Rho = 0.887175 Predictor: S&P (4/6/2009 to 2/8/2010), Forecast: S&P (from 8/18/2014 to 9/8/2014)

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

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