Concordance Based Stock Index Prediction

Measures: Tau = 0.738492, Gini = 0.931672 and Rho = 0.896585 Predictor: S&P (7/29/1970 to 6/1/1971), Forecast: S&P (from 9/29/2014 to 10/20/2014)

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

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