The Silk Risk Dashboard
2026-04-29 03:48 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates
↗
mild bear steepening as long end reprices higher; fed funds at 3.64% unchanged suggests no near-term cut expectations shifting
Financial
→
breadth narrowing
Commodity
→
bifurcated commodity picture with battery metals surging while energy weakens
Currency
↗
dollar weakening against EUR and CNY strengthening; AUD +1.5% 30d tracking commodity strength
Crypto
↗
moderate bullish momentum without overextension
Signals
3
Critical
1
Alert
4
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| NVDA | $213.17 | +3.38σ | 252d | critical | SHORT |
| AMD | $323.21 | +3.08σ | 252d | critical | SHORT |
| PDBC | $17.35 | +2.26σ | 252d | alert | LONG |
| TSM | $392.34 | +1.95σ | 252d | watch | LONG |
| IWM * | $273.91 | +1.86σ | 252d | watch | LONG |
| CNY=X | $6.82 | -1.78σ | 252d | watch | SHORT |
| MSFT * | $429.25 | +1.73σ | 60d | 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 (68d):38/82, 46% [36%-57%], +86.0%
Recent (8d):6/10, 60% [31%-83%], +36.4%
Brier Score:0.280 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)