The Silk Risk Dashboard
2026-05-05 03:59 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
↗
long end repricing higher on sticky inflation/growth; short end anchored by Fed at 3.64%; rising 10Y pressures equity multiples and duration-sensitive assets
Financial
↗
broad equity rally but CRITICAL signals in mega-cap AI names flag mean-reversion risk
Commodity
→
commodity complex bifurcated between EV/tech metals surging and energy weakening
Currency
→
dollar weakening trend over 30d against EUR and CNY but short-term stabilization; JPY weakness persists on rate differentials
Crypto
→
steady uptrend without extreme sigma signals; tracking risk-on equity sentiment with lower volatility
Signals
2
Critical
3
Alert
2
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| ALB | $215.62 | +3.79σ | 60d | critical | SHORT |
| AMD | $341.54 | +3.12σ | 252d | critical | SHORT |
| PDBC | $17.35 | +2.22σ | 252d | alert | LONG |
| IWM | $277.88 | +2.04σ | 252d | alert | LONG |
| TSM | $401.61 | +2.04σ | 252d | alert | LONG |
| CNY=X | $6.83 | -1.66σ | 252d | watch | SHORT |
| NVDA * | $198.48 | +1.59σ | 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 (74d):44/94, 47% [37%-57%], +77.8%
Recent (8d):5/10, 50% [24%-76%], -5.7%
Brier Score:0.284 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)