EFA macro fit improved 37pts 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 |
|---|---|---|---|---|---|---|
| RQRI | Risk-Quality Rotation Index | developed market risk | 18% | +0.84σ | +0.149 | 2026-05-20 |
| GTRI | Global Trade Regime Index | global trade flows | 18% | +0.51σ | +0.111 | 2026-05-20 |
| DXMI | Dollar Momentum Index | usd headwind | 16% | -0.55σ | -0.103 | 2026-05-20 |
