US2Y macro fit improved 34pts 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 | 12% | +0.69σ | +0.090 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 8% | +0.84σ | +0.066 | 2026-05-20 |
| MSPM | Macro Surprise Pulse Meter | policy momentum | 28% | +0.10σ | +0.040 | 2026-05-20 |
