Concordance Based Stock Index Prediction

Measures: Tau = 0.731658, Gini = 0.914263 and Rho = 0.894946 Predictor: S&P (8/5/1970 to 6/8/1971), Forecast: S&P (from 10/06/2014 to 10/27/2014)

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

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