BAC macro fit improved 23pts 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 | 18% | +0.69σ | +0.135 | 2026-05-20 |
| BCAI | Bank Credit Availability Index | bank credit | 18% | -0.66σ | -0.131 | 2026-05-20 |
| SCMI | Small Business Credit Momentum Index | capital markets | 6% | -1.95σ | -0.059 | 2026-05-20 |
