WTI macro fit improved 17pts 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 |
|---|---|---|---|---|---|---|
| ENPI | Energy Price Index | energy impulse | 35% | +0.86σ | +0.293 | 2026-05-20 |
| CEMI | Commodity-Equity Momentum Index | commodity cycle | 15% | +0.84σ | +0.124 | 2026-05-20 |
| DXMI | Dollar Momentum Index | usd liquidity | 15% | -0.55σ | -0.097 | 2026-05-20 |
