Concordance Based Stock Index Prediction

Measures: Tau = 0.742764, Gini = 0.927108 and Rho = 0.917313 Predictor: S&P (8/12/1970 to 6/15/1971), Forecast: S&P (from 10/13/2014 to 11/03/2014)

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

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