Concordance Based Stock Index Prediction

Measures: Tau = 0.707236, Gini = 0.891244 and Rho = 0.853053 Predictor: S&P (7/20/1970 to 5/20/1971), Forecast: S&P (from 9/8/2014 to 9/26/2014)

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

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