I'm looking for a way to measure the trend of two curves. For example, the figure below is my forecast for the S&P 500. It can be seen that although I haven't predicted the exact index price, the trends of the two curves are quite the same, including the rising and falling time and the turning point time. I have tried distances like DTW and Frechet, but the results are not very good. So is there a way to measure this?
Thank for your help!!