The Silk Risk Dashboard
2026-05-03 04:33 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
→
short-end rates declining while long-end firms, steepening dynamic suggests market pricing near-term easing but longer-term inflation persistence
Financial
↗
equities at statistical extremes after extended rally; AMD +71.5% 30d and ALB +3.79σ CRITICAL UP are at levels where mean reversion occurs 77% of the time [n=1686]
Commodity
→
bifurcated commodity complex with energy-transition metals surging while traditional energy weakens
Currency
↗
broad USD weakening trend; CNY strengthening consistent with capital flows into Chinese assets or policy intervention
Crypto
↗
steady uptrend without extreme sigma signals; momentum positive but not at alert levels
Signals
2
Critical
3
Alert
3
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD | $360.54 | +3.68σ | 252d | critical | SHORT |
| ^IRX | $3.58 | -2.27σ | 30d | alert | SHORT |
| PDBC | $17.35 | +2.23σ | 252d | alert | LONG |
| IWM * | $279.28 | +2.16σ | 252d | alert | LONG |
| TSM | $397.67 | +1.98σ | 252d | watch | LONG |
| CNY=X | $6.83 | -1.66σ | 252d | watch | SHORT |
| NVDA | $198.45 | +1.61σ | 252d | 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 (72d):41/89, 46% [36%-56%], +84.6%
Recent (8d):3/8, 38% [14%-69%], -0.8%
Brier Score:0.283 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)