The Silk Risk Dashboard
2026-05-08 05:30 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates
↘
term premium repricing; long-end selling pressure likely continues as fiscal concerns and sticky inflation persist; fed funds at 3.64% unchanged suggests Fed on hold
Financial
↘
vulnerable to pullback given breadth stalling
Commodity
→
metals-driven
Currency
↗
yuan strengthening signals Chinese policy support or capital inflows; commodity currencies (AUD, NZD, BRL) all firming
Crypto
→
crypto lagging the broader risk appetite, suggesting institutional rotation favoring equities over digital assets
Signals
1
Critical
4
Alert
1
Watch
Click row for details
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| AMD | $408.46 | +4.11σ | 252d | critical | SHORT |
| NVDA | $211.50 | +2.90σ | 252d | alert | LONG |
| PDBC | $18.59 | +2.43σ | 252d | alert | LONG |
| IWM | $282.26 | +2.23σ | 252d | alert | LONG |
| TSM * | $414.15 | +2.21σ | 252d | alert | LONG |
| CNY=X * | $6.81 | -1.74σ | 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 (77d):47/100, 47% [38%-57%], +64.1%
Recent (8d):5/8, 62% [31%-86%], +2.2%
Brier Score:0.285 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)