Concordance Based Stock Index Prediction

Measures: Tau = 0.721960, Gini = 0.918135 and Rho = 0.894534 Predictor: S&P (11/4/1998 to 9/9/1999), Forecast: S&P (from 10/20/2014 to 11/10/2014)

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

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