The Silk Risk Dashboard
2026-04-22 04:43 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
→
term premium expanding; 10Y drift higher pressures equity multiples at current valuations
Financial
→
broad indices at elevated levels; AMD +2.63σ and NVDA +2.15σ ALERT cluster signals extended semiconductor positioning
Commodity
→
lithium parabolic, energy weakening, grains firming on weather
Currency
→
USD weakening vs EUR and CNY, yen carry trade intact
Crypto
↗
risk-on momentum continuing but no sigma alert; tracking broad equity beta
Signals
1
Critical
4
Alert
4
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB * | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD * | $284.49 | +2.63σ | 60d | alert | LONG |
| PDBC | $17.35 | +2.29σ | 252d | alert | LONG |
| NVDA | $199.88 | +2.15σ | 252d | alert | LONG |
| IWM | $274.51 | +2.03σ | 252d | alert | LONG |
| CNY=X * | $6.82 | -1.95σ | 252d | watch | SHORT |
| MSFT | $424.16 | +1.87σ | 30d | watch | LONG |
| EURUSD=X * | $1.18 | +1.63σ | 30d | watch | LONG |
| TSM * | $368.08 | +1.55σ | 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
Core Forecast
Backtest (1042d):541/1358, 40% [37%-42%], +374.7%
In Sample (61d):29/67, 43% [32%-55%], +38.6%
Recent (8d):6/10, 60% [31%-83%], +14.2%
Brier Score:0.267 FAIL (threshold: 0.25)
Commodity OOS
Backtest (2089d):3868/8555, 45% [44%-46%], +280.4%
In Sample (70d):75/157, 48% [40%-56%], -1.4%
Recent (6d):10/12, 83% [55%-95%], +13.7%
Brier Score:0.255 FAIL (threshold: 0.25)