The Silk Risk Dashboard
2026-05-10 17:25 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates→
mild yield decline supporting risk assets
Financial↗
extended rally in semiconductors with broadening breadth
Commodity↗
industrial metals in uptrend while energy corrects
Currency↘
mild USD softening with CNY weakness
Crypto→
modest continuation in risk-on environment
Commodity Sectors
Metals↗
Copper alert at +2.02σ/60d; Rare Earths +1.86σ, Lithium +1.81σ. Broad strength
Energies↗
WTI crude +1.66σ/252d on watch; NatGas & Uranium quiet. Selective bid
Ags↗
Wheat +1.71σ/252d, Soybeans +1.62σ both on watch; Corn neutral
Softs→
No breakouts; Coffee & Sugar within normal bands. Sector quiet
Commodity Currencies
AUD↗
AUD z30=+1.26 strengthening, aligned with metals/energy bid
CAD↗
CAD z30=+0.65 mild strength, supported by crude oil watch signal
NZD→
No z-score data available; direction indeterminate
BRL↗
BRL z30=+1.58 notable strength, consistent with ag sector momentum
Crypto
USDT→
Slight $23.5M outflow; essentially flat at $189.6B
USDC↘
$1.42B outflow (-1.79%); dominant risk-off driver
USDS→
No meaningful change; supply near zero
DAI↗
+$21.8M inflow (+0.47%); modest DeFi demand
USD1↘
$49.9M outflow (-1.11%); continued contraction
Signals
2
Critical
9
Alert
10
Watch
Click row for details
| Asset | Class | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|
| AMD | equity | $455.19 | +4.78σ | 252d | critical | SHORT |
| NVDA | equity | $215.20 | +3.19σ | 252d | critical | SHORT |
| IWM | equity | $284.17 | +2.34σ | 252d | alert | LONG |
| TSM | equity | $411.68 | +2.12σ | 252d | alert | LONG |
| PDBC | equity | $18.07 | +2.04σ | 252d | alert | LONG |
| ALB | equity | $203.52 | +1.81σ | 60d | watch | LONG |
| CNY=X | equity | $6.80 | -1.79σ | 252d | watch | SHORT |
| PDBC | commodity | $18.07 | +2.04σ | 252d | alert | LONG |
| HG=F | commodity | $6.25 | +2.02σ | 60d | alert | LONG |
| REMX * | commodity | $106.38 | +1.86σ | 252d | watch | LONG |
| ALB | commodity | $203.52 | +1.81σ | 60d | watch | LONG |
| ZW=F * | commodity | $607.50 | +1.71σ | 252d | watch | LONG |
| CL=F * | commodity | $95.42 | +1.66σ | 252d | watch | LONG |
| ZS=F * | commodity | $1,194.25 | +1.62σ | 252d | watch | LONG |
| SI=F * | commodity | $80.39 | +1.50σ | 30d | watch | LONG |
| LINK-USD | crypto | $10.37 | +2.86σ | 60d | alert | LONG |
| SOL-USD * | crypto | $93.15 | +2.78σ | 30d | alert | LONG |
| AVAX-USD | crypto | $9.95 | +2.35σ | 30d | alert | LONG |
| ADA-USD | crypto | $0.27 | +2.24σ | 30d | alert | LONG |
| DOT-USD | crypto | $1.35 | +1.71σ | 30d | watch | LONG |
| BTC-USD | crypto | $80,664.37 | +1.66σ | 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)