EMB macro fit improved 9pts 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 |
|---|---|---|---|---|---|---|
| EMFI | Emerging Markets Flow Index | emerging risk inverse | 30% | -1.06σ | -0.271 | 2026-05-20 |
| CRSI | Credit Spread Intensity Index | credit spreads inverse | 28% | +0.69σ | +0.210 | 2026-05-20 |
| DXMI | Dollar Momentum Index | usd strength | 20% | -0.55σ | -0.129 | 2026-05-20 |
