LQD macro fit improved 48pts 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 inverse | 30% | +0.69σ | +0.224 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 12% | +0.84σ | +0.099 | 2026-05-20 |
| YCSI | Yield Curve Sentiment Index | rate inverse | 28% | +0.08σ | +0.031 | 2026-05-20 |
