Concordance Based Stock Index Prediction

Measures: Tau = 0.670955, Gini = 0.929461 and Rho = 0.865375 Predictor: S&P (9/4/1992 to 7/9/1993), Forecast: S&P (from 12/08/2014 to 12/29/2014)

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

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