The Silk Risk Dashboard
2026-04-23 04:15 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
↗
stable rates provide equity support
Financial
↗
extended rally in semis and small caps at statistical extremes
Commodity
→
extended rally in battery metals at CRITICAL levels despite energy weakness
Currency
→
mild USD softness with CNY at WATCH extremes
Crypto
↗
uptrend continuation with moderating daily momentum
Signals
2
Critical
5
Alert
1
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD | $303.46 | +3.11σ | 60d | critical | SHORT |
| NVDA * | $202.50 | +2.45σ | 252d | alert | LONG |
| PDBC * | $17.35 | +2.29σ | 252d | alert | LONG |
| IWM | $276.48 | +2.13σ | 252d | alert | LONG |
| MSFT | $432.92 | +2.11σ | 30d | alert | LONG |
| TSM | $387.44 | +2.06σ | 30d | alert | LONG |
| CNY=X | $6.82 | -1.89σ | 252d | watch | SHORT |
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 (62d):32/71, 45% [34%-57%], +51.7%
Recent (8d):6/10, 60% [31%-83%], +12.2%
Brier Score:0.270 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)