NUE macro fit deteriorated 1pts 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 | commodity cycle | 24% | +0.84σ | +0.199 | 2026-05-20 |
| ENPI | Energy Price Index | energy input | 17% | +0.86σ | +0.142 | 2026-05-20 |
| GTRI | Global Trade Regime Index | global trade | 20% | +0.51σ | +0.123 | 2026-05-20 |
