Concordance Based Stock Index Prediction

Measures: Tau = 0.700603, Gini = 0.905445 and Rho = 0.875890 Predictor: S&P (9/2/1970 to 7/7/1971), Forecast: S&P (from 11/03/2014 to 11/24/2014)

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

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