CLI 6 month delta and S&P 500 monthly return. OR and VIX

> mnt <- index(cli_xts$oecd["2000::2018"][cli_xts$oecd["2000::2018"] < 100 & cli_xts$oecd["2000::2018"]/as.vector(cli_xts$oecd["1999-07-01::2018-06-01"]) < 1])
> mnt
 [1] "2000-12-01" "2001-01-01" "2001-02-01" "2001-03-01" "2001-04-01" "2001-05-01" "2001-06-01" "2001-07-01"
 [9] "2001-08-01" "2001-09-01" "2001-10-01" "2001-11-01" "2002-08-01" "2002-09-01" "2002-10-01" "2002-11-01"
[17] "2002-12-01" "2003-01-01" "2003-02-01" "2003-03-01" "2003-04-01" "2003-05-01" "2008-06-01" "2008-07-01"
[25] "2008-08-01" "2008-09-01" "2008-10-01" "2008-11-01" "2008-12-01" "2009-01-01" "2009-02-01" "2009-03-01"
[33] "2009-04-01" "2009-05-01" "2011-08-01" "2011-09-01" "2011-10-01" "2011-11-01" "2011-12-01" "2012-01-01"
[41] "2012-02-01" "2012-06-01" "2012-07-01" "2012-08-01" "2012-09-01" "2012-10-01" "2012-11-01" "2012-12-01"
[49] "2015-09-01" "2015-10-01" "2015-11-01" "2015-12-01" "2016-01-01" "2016-02-01" "2016-03-01" "2016-04-01"
[57] "2016-05-01" "2016-06-01" "2016-07-01" "2018-07-01" "2018-08-01" "2018-09-01" "2018-10-01" "2018-11-01"
[65] "2018-12-01"
> plot.zoo(merge(SP5["2000::"][,4]/SP5["2000::"][,1]-1,SP5[mnt][,4]/SP5[mnt][,1]-1),type='h',col = c("red", "blue"), plot.type = "single")



mnt <- index(cli_xts$oecd["2000::2018"][cli_xts$oecd["2000::2018"] < 100 & cli_xts$oecd["2000::2018"]/as.vector(cli_xts$oecd["1999-07-01::2018-06-01"]) < 1])
plot.zoo(merge(SP5["2000::2018"][,4]/SP5["2000::2018"][,1]-1,SP5[mnt][,4]/SP5[mnt][,1]-1),type='h',col = c("red", "blue"), plot.type = "single")

mnt <- index(cli_xts$oecd["2000::2018"][cli_xts$oecd["2000::2018"]/as.vector(cli_xts$oecd["1999-07-01::2018-06-01"]) < 1])
plot.zoo(merge(SP5["2000::2018"][,4]/SP5["2000::2018"][,1]-1,SP5[mnt][,4]/SP5[mnt][,1]-1),type='h',col = c("red", "blue"), plot.type = "single")

plot.zoo(merge(VIX["2000::2018"][,4],VIX[mnt][,4]),type='h',col = c("red", "blue"), plot.type = "single")
abline(v=seq(as.Date("2001-01-01"),as.Date("2019-01-01"),by='years'), col='green')