US30Y macro fit improved 13pts 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 |
|---|---|---|---|---|---|---|
| ENPI | Energy Price Index | inflation inverse | 14% | -0.59σ | -0.095 | 2026-05-20 |
| SDBI | Sovereign Debt Burden Index | sovereign stress | 20% | +0.36σ | +0.092 | 2026-05-20 |
| YCSI | Yield Curve Sentiment Index | very long duration | 38% | -0.08σ | -0.043 | 2026-05-20 |
