The Silk Risk Dashboard
2026-05-12 03:41 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates↘
long-end selling steepens curve; term premium repricing pressures duration-sensitive assets; fed funds at 3.64% unchanged suggests Fed on hold
Financial→
AI proxies at statistical extremes with mean-reversion base rate of 77% [n=1686]; broad indices extended but below critical thresholds
Commodity↗
broad commodity rally with industrial metals leading; gold +0.4% 30d lagging silver suggests risk-on rotation rather than safe-haven bid
Currency↗
USD weakening broadly; CNY strengthening at watch level suggests capital inflows or policy support; JPY strengthening modestly on carry unwind risk
Crypto↗
underperforming risk assets; no sigma signal active; crypto lagging equity euphoria is a divergence worth monitoring
Commodity Sectors
Metals↗
Silver critical at +3.13σ/30d; Copper +2.85σ/60d. Broad metals surge despite USD strength
Energies↗
NatGas +1.89σ/30d, WTI +1.81σ/252d, Uranium +1.55σ. Watch-level uptrend across complex
Ags↗
Soybeans +2.55σ/30d alert; Wheat +2.47σ/252d. Corn near breakout at +1.99σ
Softs↘
Coffee -1.98σ/30d pullback offsets flat Sugar. Sector diverging from broad rally
Commodity Currencies
AUD↗
AUD z30=+1.09 strengthening, aligned with metals/energy surge
CAD↗
CAD z30=+0.50 mild strengthening, supported by crude WTI watch-level bid
NZD→
No z-score data available; direction indeterminate
BRL↗
BRL z30=+1.24 strengthening, strongest commodity FX; ag exports supportive
Crypto
USDT↗
+$138.5M inflow (+0.07%); sole major gainer today
USDC↘
-$518.8M outflow (-0.67%); dominant drain on liquidity
USDS→
No meaningful change; flat supply
DAI↘
-$14.4M outflow (-0.31%); modest contraction
USD1↗
+$4.4M inflow (+0.10%); slight growth
Signals
3
Critical
9
Alert
7
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $458.79 | $458.79 | +4.56σ | 252d | critical | SHORT |
| NVDA | equity | $206.97 | $219.44 | +3.51σ | 252d | critical | SHORT |
| IWM | equity | $271.94 | $285.33 | +2.39σ | 252d | alert | LONG |
| PDBC | equity | $15.92 | $18.55 | +2.26σ | 252d | alert | LONG |
| ALB | equity | $213.69 | $209.99 | +2.18σ | 60d | alert | LONG |
| TSM * | equity | $370.54 | $404.54 | +1.95σ | 252d | watch | LONG |
| CNY=X * | equity | $6.80 | $6.80 | -1.78σ | 252d | watch | SHORT |
| SI=F * | commodity | $87.62 | $87.62 | +3.13σ | 30d | critical | SHORT |
| HG=F | commodity | $6.49 | $6.49 | +2.85σ | 60d | alert | LONG |
| ZS=F | commodity | $1,213.00 | $1,213.00 | +2.55σ | 30d | alert | LONG |
| ZW=F | commodity | $638.75 | $638.75 | +2.47σ | 252d | alert | LONG |
| PDBC | commodity | $15.92 | $18.55 | +2.26σ | 252d | alert | LONG |
| ALB | commodity | $213.69 | $209.99 | +2.18σ | 60d | alert | LONG |
| REMX | commodity | $108.72 | $109.53 | +2.04σ | 252d | alert | LONG |
| ZC=F * | commodity | $474.50 | $474.50 | +1.99σ | 252d | watch | LONG |
| KC=F * | commodity | $281.30 | $281.30 | -1.98σ | 30d | watch | SHORT |
| NG=F * | commodity | $2.93 | $2.93 | +1.89σ | 30d | watch | LONG |
| CL=F | commodity | $98.23 | $98.23 | +1.81σ | 252d | watch | LONG |
| URA * | commodity | $57.23 | $57.23 | +1.55σ | 252d | watch | LONG |
| CORN | commodity | $18.53 | $18.93 | — | — | held | HELD |
| CPER | commodity | $38.88 | $40.30 | — | — | held | HELD |
| MSFT | equity | $417.54 | $407.98 | — | — | held | HELD |
| SLV | commodity | $77.20 | $79.21 | — | — | held | HELD |
| SOYB | commodity | $25.00 | $25.31 | — | — | held | HELD |
| UNG | commodity | $10.98 | $10.84 | — | — | held | HELD |
| USO | commodity | $136.47 | $142.70 | — | — | held | HELD |
| WEAT | commodity | $23.68 | $25.37 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $9.92 | — | — | held | HELD |
| LINK-USD | crypto | $10.43 | $10.36 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $95.00 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.27 | — | — | held | HELD |
Risk
Core
$357
exposure $14,185 · 4 positions · σ 24.3% annual
P&L +$713.80
Commodities
$1,805
exposure $49,511 · 10 positions · σ 35.2% annual
P&L +$4,019.03
Crypto
$4
exposure $79 · 4 positions · σ 45.0% annual
P&L +$0.15
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
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (1042d) | 541/1358 | 40% [37%-42%] | +374.7% | Longs only |
| In Sample (81d) | 48/104 | 46% [37%-56%] | +48.6% | Longs only |
| Recent (8d) | 2/6 | 33% [10%-70%] | -30.5% | Longs only |
| Brier Score | 0.287 FAIL (threshold: 0.25) | Longs only | ||
Commodity OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 3868/8555 | 45% [44%-46%] | +280.4% | Longs only |
| In Sample (70d) | 75/157 | 48% [40%-56%] | -1.4% | Longs only |
| Recent (6d) | 10/12 | 83% [55%-95%] | +13.7% | Longs only |
| Brier Score | 0.255 FAIL (threshold: 0.25) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2319d) | 4997/9123 | 55% [54%-56%] | +649190.2% | Longs only |
| In Sample (57d) | 78/179 | 44% [37%-51%] | +18.3% | Longs only |
| Recent (4d) | 13/13 | 100% [77%-100%] | +23.6% | Longs only |
| Brier Score | 0.250 PASS (threshold: 0.25) | Longs only | ||
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2319d) | 9406/19036 | 49% [49%-50%] | +311277.0% | Longs only |
| In Sample (81d) | 201/440 | 46% [41%-50%] | +18.5% | Longs only |
| Recent (8d) | 25/31 | 81% [64%-91%] | +9.3% | Longs only |
| Brier Score | 0.255 FAIL (threshold: 0.25) | Longs only | ||