HWM macro fit improved 13pts 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 |
|---|---|---|---|---|---|---|
| CEMI | Commodity-Equity Momentum Index | specialty materials | 18% | +0.84σ | +0.149 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 16% | +0.84σ | +0.132 | 2026-05-20 |
| PWGI | Power Grid & Electrification Index | industrial capex | 13% | -1.83σ | -0.128 | 2026-05-20 |
