Concordance Based Stock Index Prediction

Measures: Tau = 0.685025, Gini = 0.873900 and Rho = 0.820992 Predictor: S&P (7/14/1970 to 5/14/1971), Forecast: S&P (from 9/1/2014 to 9/22/2014)

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

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