The Silk Risk Dashboard
2026-04-20 14:05 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
→
stable policy backdrop supporting equities
Financial
↗
extended rally in semiconductors and small caps at ALERT levels
Commodity
→
strength in metals offsetting energy weakness
Currency
→
mild USD depreciation with CNY at extremes
Crypto
↗
sustained uptrend aligning with risk-on sentiment
Signals
0
Critical
4
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 | +2.46σ | 252d | alert | LONG |
| ALB | $197.75 | +2.06σ | 60d | alert | LONG |
| CNY=X | $6.82 | -1.98σ | 252d | watch | SHORT |
| MSFT * | $422.79 | +1.96σ | 30d | watch | LONG |
| PDBC | $16.84 | +1.93σ | 252d | watch | LONG |
| TSM | $370.50 | +1.63σ | 252d | watch | LONG |
Risk & Metrics
Rolling Sharpe
1m 3.29 | 3m -0.32 | 12m n/a
Rolling Volatility
1m 24.3% | 3m 28.2% | 12m n/a
Drawdown
Current -13.7% | Max -26.5%
ENB
6.35 (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 (59d):28/66, 42% [31%-54%], +35.9%
Recent (8d):5/10, 50% [24%-76%], +27.6%
Brier Score:0.266 FAIL (threshold: 0.25)