Retail Relative Strength

January 16, 2014
By

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

So back before Thanksgiving I did a post Something to Think About Before Black Friday | rChart + dygraphs.  Well since then I have noticed that Retail relative strength has deteriorated considerably.  I thought it would be a good time to use good old bfast (see posts) to look for a structural breakpoint.  Below is the output.  And yes, I do plan to make interactive eventually with rCharts.

image

The remainder is what I think is very interesting.

image

Code:

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