The Silk Risk Dashboard
2026-04-19 04:20 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
↗
modest bull flattening on the day; 2Y 1m change +4.8% suggests prior repricing now stabilizing; flight-to-quality bid from crude collapse and geopolitical hedging supports duration near-term
Financial
↗
broad equity rally with small-cap leadership; ALERT-level signals in AMD/IWM/NVDA indicate mean reversion probability of 77% within 6 days [n=1686]; rally breadth is high but sigma clustering raises reversion risk
Commodity
→
energy-led commodity weakness despite metals strength
Currency
↗
yuan strengthening against dollar, potentially policy-driven; commodity currencies mixed with BRL +5.5% 30d outperforming
Crypto
↗
strong risk-on momentum aligned with equity rally; no sigma signal currently active but 30d trend is firmly bullish
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 | +2.44σ | 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 | +1.94σ | 252d | watch | LONG |
| EURUSD=X * | $1.18 | +1.74σ | 30d | watch | LONG |
| TSM | $370.50 | +1.63σ | 252d | watch | LONG |
Risk & Metrics
Rolling Sharpe
1m 3.68 | 3m -0.27 | 12m n/a
Drawdown
Current -15.2% | Max -26.5%
ENB
6.19 (assets: 19)
Regime Probability
Low-Vol 33% | High-Vol 17% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
Performance Scorecard
Backtest (1042d):541/1358, 40% [37%-42%], +374.7%
In Sample (58d):24/60, 40% [29%-53%], +16.2%
Recent (8d):3/9, 33% [12%-65%], +15.4%
Brier Score:0.269 FAIL (threshold: 0.25)