The Combined Credit Spread Model Falls to Unfavorable
Key points:
- Credit spreads serve as a "fear gauge" in the credit markets - narrow/falling spreads suggest calm, rising spreads suggest concerns
- Our Combined Credit Spreads Model recently fell into unfavorable status - suggesting limited upside and increased volatility for stocks while this status remains
- The Combined Credit Spreads Model is comprised of two credit spread-related indicators - ICE BofA US High Yield Option-Adjusted Spread and the CDX Index
- Part I reviews the indicators that comprise the Combined Credit Spreads Model
Indicator #1: ICE BofA US High Yield Index Option-Adjusted Spread
The ICE BofA US High Yield Index Option-Adjusted Spread (HYCS) measures the spread between the computed index of below-investment-grade bonds and the spot Treasury curve.
We rate the spread as favorable when it is in a downtrend and unfavorable when it is in an uptrend. We designate its trend as follows:
A = HYCS weekly close
B = 13-week exponential average of A
C = 28-week exponential average of B
The chart below displays these variables.

From here, we take the difference between the two moving averages.
D = A - B
The char
