The Silk Risk Dashboard
2026-04-21 08:12 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
→
short-term bear steepening as 10Y rises faster than 2Y today; 30d trend shows prior rate decline now stabilizing, suggesting markets repricing terminal rate higher or term premium expanding
Financial
→
broad equity rally with small-caps leading; multiple ALERT-level signals suggest extended positioning; mean reversion base rate 77% [n=1686] within 6 days for 2σ+ moves creates headwind for continuation
Commodity
↗
critical materials in parabolic rally; crude oil -6.9% 30d is the notable divergence; gold $4817 flat near-term after -3.7% 30d decline; wheat +6.5% 5d suggests agricultural supply concerns
Currency
↗
USD weakening against EUR and commodity currencies (AUD +1.5%, BRL +4.0% 30d); CNY strengthening is notable given US semiconductor curbs; JPY stability despite rate differentials suggests intervention floor
Crypto
→
consolidating after strong monthly rally; no sigma signal active; correlation with risk assets suggests BTC follows equity momentum but with lag; 5d weakness while equities rose 5d suggests crypto-specific headwinds or profit-taking
Signals
1
Critical
4
Alert
3
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| NVDA | $202.06 | +2.46σ | 252d | alert | LONG |
| AMD | $274.95 | +2.36σ | 60d | alert | LONG |
| IWM * | $277.35 | +2.30σ | 60d | alert | LONG |
| PDBC | $17.35 | +2.29σ | 252d | alert | LONG |
| CNY=X | $6.82 | -1.98σ | 252d | watch | SHORT |
| MSFT | $418.07 | +1.65σ | 30d | watch | LONG |
| TSM | $366.24 | +1.52σ | 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 (60d):29/67, 43% [32%-55%], +38.6%
Recent (8d):6/11, 55% [28%-79%], +19.7%
Brier Score:0.266 FAIL (threshold: 0.25)