Context Model

This is the first time this week I've seen the CONTEXT model above ES, something must be changing in the underlying components that make up their model, I'm going to take a look at our own Risk Asset Layout, as you may remember, credit yesterday, especially High Yield was very ugly, but something has changed in CONTEXT so I assume there may be changes in our own indicators.

The model lags by 30 mins, but it has turned positive with the model above ES.