3M10Y macro fit improved 32pts 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 | 11% | +0.69σ | +0.082 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 7% | +0.84σ | +0.058 | 2026-05-20 |
| YCSI | Yield Curve Sentiment Index | curve steepness | 36% | -0.08σ | -0.040 | 2026-05-20 |
