The Silk Risk Dashboard
2026-05-14 04:14 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates↗
term premium expansion reflects sticky inflation (CPI 332.4, +0.6% m/m) and fiscal supply concerns; Fed funds at 3.64% unchanged — market pricing no near-term cuts
Financial↗
AI semiconductor complex at statistical extremes; Russell 2000 at +2.16σ (ALERT) with flat 5d (+0.1%) suggesting momentum exhaustion in small caps
Commodity→
broad reflation with PDBC at +2.25σ (ALERT); coffee -8.2% 30d is notable outlier; lithium +5.8% 30d with ALB at +2.18σ (ALERT)
Currency↗
mild USD strength against EUR, CNY strengthening modestly; commodity currencies (AUD +3.1% 30d) supported by reflation but fading on 5d basis (-0.4%)
Crypto↗
range-bound with negative short-term momentum; no sigma signals active — crypto decoupled from equity rally
Commodity Sectors
Metals↗
Silver critical at +3.13σ/30d; Copper +2.85σ/60d. Broad metals surge despite strong USD
Energies↗
NatGas leads at +1.89σ/30d; WTI +1.81σ/252d. Moderate upside, no breakouts yet
Ags↗
Soybeans +2.55σ/30d alert; Wheat +2.46σ/252d. Broad ag rally with Corn at +2.00σ
Softs↘
Coffee declining at -1.98σ/30d; Sugar flat. Sector diverges from broad commodity bid
Commodity Currencies
AUD↗
AUD firming z30=+1.06, supported by metals surge and broad commodity strength
CAD↗
CAD mild bid z30=+0.33, modest support from energy sector watch-level moves
NZD→
No z-score data available; direction indeterminate despite broad commodity tailwinds
BRL↗
BRL strongest commodity FX z30=+1.19, aligned with ag sector alert signals
Crypto
USDT→
+$40.9M inflow; modest growth amid broader outflows
USDC↘
-$320.7M outflow dominates; largest single drain today
USDS→
No meaningful change in supply
DAI↘
-$20.2M redeemed; DeFi demand softening
USD1↗
+$14.4M inflow; steady accumulation continues
Signals
4
Critical
10
Alert
8
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| SOXL | equity | $184.24 | $184.24 | +4.18σ | 252d | critical | SHORT |
| AMD | equity | $445.50 | $445.50 | +3.92σ | 252d | critical | SHORT |
| NVDA | equity | $206.97 | $225.83 | +3.84σ | 252d | critical | SHORT |
| PDBC | equity | $15.92 | $18.55 | +2.25σ | 252d | alert | LONG |
| ALB | equity | $213.69 | $209.99 | +2.18σ | 60d | alert | LONG |
| IWM | equity | $271.94 | $282.67 | +2.16σ | 252d | alert | LONG |
| CNY=X | equity | $6.79 | $6.79 | -1.81σ | 252d | watch | SHORT |
| TSM | equity | $370.54 | $399.80 | +1.81σ | 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 | +2.46σ | 252d | alert | LONG |
| PDBC | commodity | $15.92 | $18.55 | +2.25σ | 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 | +2.00σ | 252d | alert | 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 | +1.54σ | 252d | watch | LONG |
| LINK-USD | crypto | $10.53 | $10.25 | +1.78σ | 60d | watch | LONG |
| ETH-USD * | crypto | $2,257.74 | $2,257.74 | -1.52σ | 30d | watch | SHORT |
| CORN | commodity | $18.60 | $18.99 | — | — | held | HELD |
| CPER | commodity | $39.09 | $40.32 | — | — | held | HELD |
| MSFT | equity | $417.54 | $406.41 | — | — | held | HELD |
| SLV | commodity | $77.20 | $78.65 | — | — | held | HELD |
| SOYB | commodity | $25.04 | $25.39 | — | — | held | HELD |
| UNG | commodity | $11.08 | $10.96 | — | — | held | HELD |
| USO | commodity | $139.64 | $141.50 | — | — | held | HELD |
| WEAT | commodity | $23.93 | $25.44 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $9.69 | — | — | held | HELD |
| DOT-USD | crypto | $1.40 | $1.32 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $90.87 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.26 | — | — | held | HELD |
Risk
Core
$357
exposure $14,185 · 4 positions · σ 24.3% annual
P&L +$967.64
Commodities
$1,989
exposure $54,547 · 10 positions · σ 35.2% annual
P&L +$3,868.03
Crypto
$6
exposure $118 · 5 positions · σ 45.0% annual
P&L -$3.88
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 (83d) | 48/106 | 45% [36%-55%] | +43.4% | Longs only |
| Recent (8d) | 1/7 | 14% [3%-51%] | -19.4% | Longs only |
| Brier Score | 0.290 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 (83d) | 201/442 | 45% [41%-50%] | +17.3% | Longs only |
| Recent (8d) | 24/32 | 75% [58%-87%] | +10.5% | Longs only |
| Brier Score | 0.255 FAIL (threshold: 0.25) | Longs only | ||