How the macro stress index is computed, and how each pillar is weighted
Twelve pillars, seventy-three indicators, one 0–100 composite. This page publishes the arithmetic, the pillar weights and their share of the composite, the coverage and staleness labeling rules, and the validation criteria the index has not yet met.
Pillar weights
Each pillar carries a published weight and a transmission sentence stating why it is in the index. Weights are re-normalised within the macro-core and sector sub-indices.
The generated payload carries no derivation for the weights themselves — no fitting procedure, optimisation target, or sensitivity analysis. They are the publisher’s stated relative importance, not a calibrated result.
Coverage, staleness, and open validation criteria
Indicators whose feeds error or lack sufficient derived history carry no score and are excluded from the pillar mean rather than substituted. Connected but stale rows carry the last published print forward until the next print.
The validation gate has not passed: lead-time, false-alarm, and probability-skill criteria cannot be evaluated because no walk-forward has been executed. The composite is directional context, not a model input.
https://seniorcre.com/capital-intelligence/method