HYG macro fit improved 49pts this week.
3 contributing indexes 3 score components composite score.
Canonical asset packet first: macro index exposure, entry value, and active narrative alignment. Driver rows link back to the public index that moved the score.
| Index | Driver | Reason | Weight | Sigma | Contribution | As Of |
|---|---|---|---|---|---|---|
| CRSI | Credit Spread Intensity Index | credit spreads | 35% | +0.69σ | +0.262 | 2026-05-20 |
| CLTI | Corporate Leverage Trend Index | leverage cycle | 10% | +0.91σ | +0.085 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 10% | +0.84σ | +0.083 | 2026-05-20 |
