O macro fit deteriorated 6pts 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 |
|---|---|---|---|---|---|---|
| REFI | Real Estate Financing Index | financing conditions | 23% | -0.63σ | -0.163 | 2026-05-20 |
| RQRI | Risk-Quality Rotation Index | risk appetite | 15% | +0.84σ | +0.124 | 2026-05-20 |
| RMSI | Real Estate Market Stress Index | realestate stress | 15% | -0.79σ | -0.120 | 2026-05-20 |
