The Silk Risk Dashboard
2026-05-09 13:07 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates↗
short-end anchored by Fed pause while long-end eases modestly on oil-driven disinflation; steepening supports duration-sensitive equities near-term but rising 30d trend (+1.7%) in 10Y suggests term premium building
Financial→
AI/semiconductor names at statistical extremes with mean reversion base rate of 77% within 6 days [n=1686]; broad indices strong but increasingly dependent on mega-cap AI concentration
Commodity↗
bifurcated commodity complex: energy collapsing while metals rally on AI/EV demand and safe-haven flows; PDBC at +2.05σ ALERT UP despite oil drag suggests metals dominance
Currency→
broad USD weakness as rate differentials narrow; CNY strengthening at -1.81σ reflects PBoC intervention and improved trade balance; commodity currencies (AUD, NZD, BRL) all firming on metals strength
Crypto↗
subdued relative to risk-on equity environment; crypto decoupling from tech euphoria suggests institutional rotation into equities over digital assets; no sigma signals active
Commodity Sectors
Metals↗
REMX +1.85σ/252d, HG +1.84σ/60d, ALB +1.81σ/60d; broad watch-level strength
Energies→
No active z-score breakouts; WTI & NG stable with low PDS readings
Ags↗
Soybeans alert at +2.47σ/30d; Corn & Wheat watch at +1.85σ/252d
Softs→
No z-score breakouts; Coffee elevated PDS 0.59 but no directional signal
Commodity Currencies
AUD↗
z30 +1.26 strengthening, consistent with metals/commodity bid
CAD↗
z30 +0.65 mild strengthening, energy-linked but muted signal
NZD→
No data available; direction indeterminate
BRL↗
z30 +1.58 strengthening, aligned with ag sector breakout
Crypto
USDT→
Flat at $189.6B; minor -$23.5M bleed (-0.01%)
USDC↘
Heavy -$1.42B outflow (-1.79%); dominant drain
USDS→
No change; negligible supply near zero
DAI↗
+$36.4M inflow (+0.79%); modest demand uptick
USD1↘
-$49.9M outflow (-1.11%); steady decline
Signals
2
Critical
9
Alert
9
Watch
Click row for details
| Asset | Class | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|
| AMD | equity | $455.19 | +4.79σ | 252d | critical | SHORT |
| NVDA | equity | $215.20 | +3.20σ | 252d | critical | SHORT |
| IWM | equity | $284.17 | +2.33σ | 252d | alert | LONG |
| TSM | equity | $411.68 | +2.13σ | 252d | alert | LONG |
| PDBC | equity | $18.07 | +2.05σ | 252d | alert | LONG |
| CNY=X | equity | $6.80 | -1.81σ | 60d | watch | SHORT |
| ALB * | equity | $203.52 | +1.81σ | 60d | watch | LONG |
| ZS=F | commodity | $1,203.50 | +2.47σ | 30d | alert | LONG |
| PDBC | commodity | $18.07 | +2.05σ | 252d | alert | LONG |
| REMX | commodity | $106.38 | +1.85σ | 252d | watch | LONG |
| ZC=F | commodity | $470.50 | +1.85σ | 252d | watch | LONG |
| ZW=F | commodity | $611.25 | +1.85σ | 252d | watch | LONG |
| HG=F | commodity | $6.18 | +1.84σ | 60d | watch | LONG |
| ALB * | commodity | $203.52 | +1.81σ | 60d | watch | LONG |
| LINK-USD * | crypto | $10.42 | +2.95σ | 60d | alert | LONG |
| SOL-USD | crypto | $93.37 | +2.84σ | 30d | alert | LONG |
| AVAX-USD * | crypto | $9.99 | +2.47σ | 30d | alert | LONG |
| ADA-USD * | crypto | $0.27 | +2.40σ | 30d | alert | LONG |
| DOT-USD * | crypto | $1.35 | +1.81σ | 30d | watch | LONG |
| BTC-USD * | crypto | $80,857.95 | +1.70σ | 60d | watch | LONG |
Risk & Metrics
Core (Equity)
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%)
Commodities
Rolling Sharpe
1m -0.72 | 3m -0.27 | 12m 1.89
Rolling Volatility
1m 35.2% | 3m 45.9% | 12m 42.3%
Drawdown
Current -22.2% | Max -54.9%
ENB
3.01 (assets: 13)
Regime Probability
Low-Vol 23% | High-Vol 27% | Trend 42% | Mean-Rev 8%
Current: trend (42%)
Crypto
Rolling Sharpe
1m 4.53 | 3m 2.35 | 12m 1.97
Rolling Volatility
1m 45.0% | 3m 59.7% | 12m 74.3%
Drawdown
Current -0.5% | Max -96.1%
ENB
7.49 (assets: 8)
Regime Probability
Low-Vol 40% | High-Vol 10% | Trend 32% | Mean-Rev 18%
Current: low_vol (40%)
Combined
Rolling Sharpe
1m 8.95 | 3m 2.78 | 12m 2.35
Rolling Volatility
1m 29.8% | 3m 29.3% | 12m 50.3%
Drawdown
Current -0.5% | Max -88.4%
ENB
12.92 (assets: 35)
Regime Probability
Low-Vol 36% | High-Vol 14% | Trend 45% | Mean-Rev 5%
Current: trend (45%)
Performance Scorecard
Core Forecast
Backtest (1042d):541/1358, 40% [37%-42%], +374.7%
In Sample (79d):47/101, 47% [37%-56%], +62.0%
Recent (8d):2/8, 25% [7%-59%], -16.7%
Brier Score:0.286 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)
Crypto OOS
Backtest (2319d):4997/9123, 55% [54%-56%], +649190.2%
In Sample (53d):65/166, 39% [32%-47%], -4.3%
Recent (3d):3/3, 100% [44%-100%], +12.4%
Brier Score:0.252 FAIL (threshold: 0.25)
Combined
Backtest (2319d):9406/19036, 49% [49%-50%], +311277.0%
In Sample (79d):187/424, 44% [39%-49%], +12.6%
Recent (8d):15/23, 65% [45%-81%], +2.9%
Brier Score:0.256 FAIL (threshold: 0.25)