The Silk Risk Dashboard
2026-05-15 04:36 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates↗
stable with mild upward drift
Financial→
mean reversion risks elevated
Commodity→
reflationary move with select dispersion
Currency↗
mild USD strength
Crypto→
neutral consolidation
Commodity Sectors
Metals↗
Copper alert at +2.52σ/60d leading metals higher despite strengthening USD
Energies↗
WTI watch at +1.95σ/252d, NatGas +1.83σ/30d; broad energy bid on weak USD
Ags↗
Wheat alert at +2.81σ/252d; Corn +1.76σ, Soybeans +1.62σ all elevated
Softs↘
Coffee sharp reversal at -2.55σ/30d alert; Sugar neutral near baseline
Commodity Currencies
AUD↗
Mild strength z30=+0.26, supported by copper surge and metals bid
CAD↘
Weakening z30=-0.25 despite energy rally; divergence from crude
NZD→
No z-score data available; direction indeterminate
BRL↘
Weakening z30=-0.42, underperforming despite broad ag strength
Crypto
USDT→
-$49.6M (-0.03%): mild contraction in largest stable
USDC↘
-$173.9M (-0.23%): largest outflow, risk-off signal
USDS→
Flat, no meaningful change
DAI↗
+$18M (+0.39%): DeFi-native inflow continues
USD1↗
+$41.1M (+0.92%): strongest relative inflow today
Signals
3
Critical
7
Alert
6
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| NVDA * | equity | $206.97 | $235.74 | +4.51σ | 252d | critical | SHORT |
| SOXL | equity | $186.19 | $186.19 | +4.04σ | 252d | critical | SHORT |
| AMD | equity | $449.70 | $449.70 | +3.82σ | 252d | critical | SHORT |
| IWM | equity | $271.94 | $284.45 | +2.25σ | 252d | alert | LONG |
| PDBC | equity | $15.92 | $18.60 | +2.16σ | 252d | alert | LONG |
| TSM | equity | $370.54 | $417.72 | +2.15σ | 252d | alert | LONG |
| CNY=X | equity | $6.79 | $6.79 | -1.80σ | 252d | watch | SHORT |
| ZW=F | commodity | $661.50 | $661.50 | +2.81σ | 252d | alert | LONG |
| KC=F | commodity | $274.90 | $274.90 | -2.55σ | 30d | alert | SHORT |
| HG=F * | commodity | $6.58 | $6.58 | +2.52σ | 60d | alert | LONG |
| PDBC | commodity | $15.92 | $18.60 | +2.16σ | 252d | alert | LONG |
| CL=F | commodity | $101.78 | $101.78 | +1.95σ | 252d | watch | LONG |
| NG=F | commodity | $2.93 | $2.93 | +1.83σ | 30d | watch | LONG |
| ZC=F | commodity | $470.25 | $470.25 | +1.76σ | 252d | watch | LONG |
| ZS=F | commodity | $1,199.00 | $1,199.00 | +1.62σ | 252d | watch | LONG |
| LINK-USD | crypto | $10.53 | $10.32 | +1.83σ | 60d | watch | LONG |
| ALB | commodity | $213.69 | $186.40 | — | — | held | HELD |
| CORN | commodity | $18.66 | $18.42 | — | — | held | HELD |
| CPER | commodity | $39.21 | $38.52 | — | — | held | HELD |
| MSFT | equity | $417.54 | $412.15 | — | — | held | HELD |
| REMX | commodity | $108.72 | $97.75 | — | — | held | HELD |
| SLV | commodity | $77.20 | $70.95 | — | — | held | HELD |
| SOYB | commodity | $25.08 | $24.79 | — | — | held | HELD |
| UNG | commodity | $11.00 | $11.19 | — | — | held | HELD |
| USO | commodity | $139.94 | $146.14 | — | — | held | HELD |
| WEAT | commodity | $24.23 | $24.59 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $9.78 | — | — | held | HELD |
| DOT-USD | crypto | $1.40 | $1.34 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $91.33 | — | — | 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 +$1,014.54
Commodities
$2,064
exposure $56,588 · 10 positions · σ 35.2% annual
P&L +$2,540.81
Crypto
$6
exposure $118 · 5 positions · σ 45.0% annual
P&L -$2.95
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 (84d) | 49/107 | 46% [37%-55%] | +45.8% | Longs only |
| Recent (8d) | 1/5 | 20% [4%-62%] | -12.1% | Longs only |
| Brier Score | 0.291 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 (84d) | 202/443 | 46% [41%-50%] | +18.0% | Longs only |
| Recent (8d) | 24/30 | 80% [63%-90%] | +13.7% | Longs only |
| Brier Score | 0.255 FAIL (threshold: 0.25) | Longs only | ||