The Silk Risk Dashboard
2026-04-27 04:23 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates
↗
front-end rallying on rate-cut expectations while long end stable; real rates still restrictive but easing bias priced in
Financial
→
AI/semiconductor complex at statistical extremes above 30-day means; IWM +2.10σ but flat 5d (-0.3%) signals breadth fatigue; mean reversion base rate 77% [n=1686]
Commodity
→
bifurcated commodity picture with industrial metals surging and energy/precious metals weakening
Currency
↗
broad USD weakness supporting risk assets and commodity currencies (AUD +1.5%, BRL +4.0% 30d); CNY strength notable given trade tensions
Crypto
↗
consolidating after strong monthly rally; underperforming equities on short timeframes suggesting risk appetite rotating to traditional assets
Signals
3
Critical
3
Alert
2
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| AMD | $347.81 | +3.99σ | 252d | critical | SHORT |
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| NVDA * | $208.27 | +3.06σ | 252d | critical | SHORT |
| TSM | $402.46 | +2.57σ | 60d | alert | LONG |
| PDBC * | $17.35 | +2.26σ | 252d | alert | LONG |
| IWM | $276.65 | +2.10σ | 252d | alert | LONG |
| CNY=X | $6.83 | -1.79σ | 252d | watch | SHORT |
| MSFT | $424.62 | +1.57σ | 30d | 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 (66d):33/74, 45% [34%-56%], +50.9%
Recent (8d):6/8, 75% [41%-93%], +38.8%
Brier Score:0.279 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)