The Silk Risk Dashboard
2026-05-13 03:57 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates→
term premium expanding as long end sells off; rising 10Y yields at this pace historically create headwinds for duration-sensitive equities within 2-4 weeks
Financial↗
AI semiconductor names at statistical extremes with mean reversion probability of 77% [n=1686]; Russell 2000 at +2.17σ ALERT UP but -1.5% 5d showing early divergence
Commodity↗
broad-based industrial and precious metals rally suggesting reflation trade, but ALERT-level signals imply momentum continuation at 57% [n=1615] with mean reversion risk rising
Currency↗
mild USD strength against EUR, CNY weakening modestly; commodity currencies (AUD, CAD) showing muted response to commodity rally suggesting FX markets skeptical of reflation durability
Crypto↗
consolidating after prior rally, no active sigma signals; low volatility regime relative to equity and commodity moves suggests crypto decoupled from current risk-on rotation
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 rally 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 quiet Sugar. Sector mixed-to-weak
Commodity Currencies
AUD↗
AUD z30=+1.27 strengthening, aligned with metals/energy rally
CAD↗
CAD z30=+0.39 mild bid, modest support from crude +1.81σ
NZD→
No z-score data available; direction indeterminate
BRL↗
BRL z30=+1.04 strengthening, supported by ag complex surge
Crypto
USDT→
Flat at $189.7B; minor $13.6M outflow (-0.007%)
USDC↘
$402M outflow dominates; supply drops to $77.1B
USDS→
No meaningful change; supply near zero
DAI↘
$6.7M outflow; supply dips to $4.63B (-0.14%)
USD1→
Flat at $4.44B; negligible $0.1M outflow
Signals
4
Critical
11
Alert
10
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $448.29 | $448.29 | +4.15σ | 252d | critical | SHORT |
| SOXL * | equity | $172.52 | $172.52 | +4.00σ | 252d | critical | SHORT |
| NVDA | equity | $206.97 | $220.78 | +3.52σ | 252d | critical | SHORT |
| PDBC | equity | $15.92 | $18.55 | +2.26σ | 252d | alert | LONG |
| ALB * | equity | $213.69 | $209.99 | +2.18σ | 60d | alert | LONG |
| IWM | equity | $271.94 | $282.57 | +2.17σ | 252d | alert | LONG |
| CNY=X | equity | $6.79 | $6.79 | -1.81σ | 252d | watch | SHORT |
| TSM | equity | $370.54 | $397.28 | +1.78σ | 252d | watch | LONG |
| 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 |
| LINK-USD * | crypto | $10.53 | $10.64 | +2.52σ | 60d | alert | LONG |
| DOT-USD * | crypto | $1.40 | $1.40 | +2.08σ | 30d | alert | LONG |
| SOL-USD * | crypto | $93.90 | $94.79 | +1.84σ | 60d | watch | LONG |
| AVAX-USD * | crypto | $9.90 | $10.07 | +1.79σ | 30d | watch | LONG |
| ADA-USD * | crypto | $0.27 | $0.27 | +1.54σ | 30d | watch | LONG |
| CORN | commodity | $18.53 | $19.02 | — | — | held | HELD |
| CPER | commodity | $38.88 | $40.25 | — | — | held | HELD |
| MSFT | equity | $417.54 | $405.24 | — | — | held | HELD |
| SLV | commodity | $77.20 | $78.29 | — | — | held | HELD |
| SOYB | commodity | $25.00 | $25.31 | — | — | held | HELD |
| UNG | commodity | $10.98 | $10.93 | — | — | held | HELD |
| USO | commodity | $136.47 | $143.72 | — | — | held | HELD |
| WEAT | commodity | $23.68 | $25.36 | — | — | held | HELD |
Risk
Core
$357
exposure $14,185 · 4 positions · σ 24.3% annual
P&L +$832.22
Commodities
$1,805
exposure $49,511 · 10 positions · σ 35.2% annual
P&L +$4,272.96
Crypto
$6
exposure $118 · 5 positions · σ 45.0% annual
P&L -$0.61
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 (82d) | 48/106 | 45% [36%-55%] | +43.4% | Longs only |
| Recent (8d) | 3/6 | 50% [19%-81%] | -12.2% | Longs only |
| Brier Score | 0.288 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 (82d) | 201/442 | 45% [41%-50%] | +17.3% | Longs only |
| Recent (8d) | 26/31 | 84% [67%-93%] | +12.9% | Longs only |
| Brier Score | 0.255 FAIL (threshold: 0.25) | Longs only | ||