Concordance Based Stock Index Prediction

Measures: Tau = 0.686181, Gini = 0.781786 and Rho = 0.843816 Predictor: S&P (10/25/1994 to 8/28/1995), Forecast: S&P (from 8/25/2014 to 9/15/2014)

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

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