The Silk Risk Dashboard
2026-05-01 04:11 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
↗
yields easing at ^IRX -1.69σ supporting risk assets
Financial
↗
extended rally in tech and small caps at statistical extremes
Commodity
↗
critical strength in battery metals at statistical extremes
Currency
→
USD weakness with CNY strength
Crypto
↗
mild gains consistent with risk-on environment
Signals
2
Critical
2
Alert
4
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD | $354.49 | +3.67σ | 252d | critical | SHORT |
| PDBC | $17.35 | +2.24σ | 252d | alert | LONG |
| IWM | $277.97 | +2.10σ | 252d | alert | LONG |
| TSM | $396.06 | +1.98σ | 252d | watch | LONG |
| NVDA * | $199.57 | +1.76σ | 252d | watch | LONG |
| ^IRX * | $3.59 | -1.69σ | 30d | watch | SHORT |
| CNY=X | $6.84 | -1.62σ | 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 (70d):41/87, 47% [37%-58%], +89.6%
Recent (8d):5/10, 50% [24%-76%], +4.5%
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)