The Silk Risk Dashboard
2026-04-30 03:59 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates
↗
bear steepening: long end repricing higher on sticky inflation/supply concerns while front end anchored by Fed hold; curve spread 54bp normal but widening
Financial
→
AI/semiconductor complex at statistical extremes above 30-day means; Russell 2000 lagging (-1.2% 5d) signals breadth divergence
Commodity
→
bifurcated commodity market with battery metals surging while energy and precious metals retreat
Currency
↗
broad USD weakening, CNY strengthening trend intact; AUD +1.5% 30d benefiting from commodity strength
Crypto
↗
momentum fading after initial rally; underperforming risk assets (Nasdaq +18.5% 30d) suggesting rotation away from crypto into equities
Signals
2
Critical
2
Alert
3
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB * | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD * | $337.11 | +3.35σ | 252d | critical | SHORT |
| NVDA | $209.25 | +2.86σ | 252d | alert | LONG |
| PDBC | $17.35 | +2.25σ | 252d | alert | LONG |
| TSM * | $393.83 | +1.96σ | 252d | watch | LONG |
| IWM | $272.08 | +1.72σ | 252d | watch | LONG |
| CNY=X * | $6.84 | -1.64σ | 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 (69d):40/85, 47% [37%-58%], +88.3%
Recent (8d):6/10, 60% [31%-83%], +3.0%
Brier Score:0.281 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)