The Silk Risk Dashboard
2026-04-18 11:54 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
↘
yields drifting lower as market prices easing cycle; 2Y leading decline suggests front-end rate cut expectations firming; 10Y decline modest, implying term premium holding
Financial
↗
broad equity rally with small-caps leading; multiple ALERT-level signals suggest extended positioning; mean reversion within 6d at 77% [n=1686] is the base case for these elevated readings
Commodity
→
divergence between commodity equities and spot prices
Currency
↗
USD weakening broadly; CNY strengthening at ALERT level suggests PBoC intervention or capital inflows; EUR strength consistent with rate differential narrowing expectations
Crypto
↗
strong rally but no sigma signal triggered; risk-on correlation with equities intact; no ALERT/WATCH level reached suggesting move is within normal volatility band
Signals
0
Critical
5
Alert
4
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| AMD * | $278.39 | +2.59σ | 60d | alert | LONG |
| IWM | $275.78 | +2.47σ | 30d | alert | LONG |
| NVDA | $201.68 | +2.43σ | 252d | alert | LONG |
| ALB * | $197.75 | +2.06σ | 60d | alert | LONG |
| CNY=X * | $6.82 | -2.04σ | 60d | alert | SHORT |
| MSFT | $422.79 | +1.96σ | 30d | watch | LONG |
| PDBC | $16.84 | +1.95σ | 252d | watch | LONG |
| EURUSD=X | $1.18 | +1.74σ | 30d | watch | LONG |
| TSM * | $370.50 | +1.63σ | 252d | watch | LONG |
Risk & Metrics
No portfolio metrics data
Performance Scorecard
Backtest (1042d):541/1358, 40% [37%-42%], +374.7%
In Sample (57d):24/60, 40% [29%-53%], +16.2%
Recent (8d):4/12, 33% [14%-61%], +1.0%
Brier Score:0.268 FAIL (threshold: 0.25)