US10Y macro fit improved 33pts 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 |
|---|---|---|---|---|---|---|
| SDBI | Sovereign Debt Burden Index | sovereign stress | 17% | +0.36σ | +0.079 | 2026-05-20 |
| CRSI | Credit Spread Intensity Index | credit spreads | 8% | +0.69σ | +0.060 | 2026-05-20 |
| YCSI | Yield Curve Sentiment Index | duration heavy | 34% | -0.08σ | -0.038 | 2026-05-20 |
