SPG macro fit improved 21pts 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 |
|---|---|---|---|---|---|---|
| CCSI | Consumer Credit Stress Index | consumer stress | 28% | +1.50σ | +0.272 | 2026-05-20 |
| RMSI | Real Estate Market Stress Index | retail realestate stress | 24% | -0.79σ | -0.192 | 2026-05-20 |
| REFI | Real Estate Financing Index | financing conditions | 15% | -0.63σ | -0.106 | 2026-05-20 |