Concordance Based Stock Index Prediction

Measures: Tau = 0.727035, Gini = 0.928501 and Rho = 0.891018 Predictor: S&P (7/27/1970 to 5/27/1971), Forecast: S&P (from 9/15/2014 to 9/3/2014)

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

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