CMG macro fit improved 31pts 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 |
|---|---|---|---|---|---|---|
| CCSI | Consumer Credit Stress Index | consumer credit | 19% | +1.50σ | +0.184 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 15% | +0.84σ | +0.124 | 2026-05-20 |
| ENPI | Energy Price Index | food input costs | 13% | -0.86σ | -0.109 | 2026-05-20 |
