USDCNY macro fit improved 18pts 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 |
|---|---|---|---|---|---|---|
| DXMI | Dollar Momentum Index | usd strength | 28% | +0.55σ | +0.181 | 2026-05-20 |
| EMFI | Emerging Markets Flow Index | emerging market stress | 20% | +1.06σ | +0.180 | 2026-05-20 |
| GTRI | Global Trade Regime Index | trade flows | 22% | +0.51σ | +0.136 | 2026-05-20 |