This paper investigates the design of an efficient model so as to anticipate the basic economic market rate of returns. To do so, accepting the relationships, interactions and effectiveness of these markets and exploiting Comonotonic Functions under Probability Function Framework as well as using weekly data for ten years’ period of time(2008-2017) in Iran’ s economy we design optimum model and test its capability and estimation power. The results illustrate the efficiency of the achieved model. Furthermore, taking the practical nature of this paper into account, we come up with optimum lag of time and the period of time required to achieve equilibrium in any market and the entire economy as a prototype in the frame of Stock Exchange.