The Silk Risk Dashboard
2026-05-07 04:22 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates
→
no imminent cut signal
Financial
→
semiconductor cluster at extremes
Commodity
↗
bifurcated: energy collapsing while metals and industrial commodities surge
Currency
→
risk-on FX positioning
Crypto
↗
range-bound relative to equity euphoria
Signals
1
Critical
4
Alert
1
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| AMD | $421.39 | +4.62σ | 252d | critical | SHORT |
| NVDA * | $207.83 | +2.57σ | 252d | alert | LONG |
| IWM * | $286.80 | +2.56σ | 252d | alert | LONG |
| TSM | $419.50 | +2.49σ | 60d | alert | LONG |
| PDBC | $18.59 | +2.44σ | 252d | alert | LONG |
| CNY=X | $6.83 | -1.60σ | 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 (76d):46/99, 46% [37%-56%], +62.8%
Recent (8d):5/10, 50% [24%-76%], -0.4%
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)