The Silk Risk Dashboard
2026-05-16 09:08 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates→
higher real rates pressure duration-sensitive assets
Financial→
mean reversion base rate 77% [n=1686]
Commodity→
inflationary impulse persists
Currency↗
USD strength reflects higher US yields
Crypto→
following broader risk sentiment
Commodity Sectors
Metals↗
Copper surges at +2.52σ/60d alert; Gold, Silver firm despite USD strength
Energies↗
WTI crude +1.95σ/252d watch; NatGas +1.83σ/30d; broad energy bid
Ags↗
Wheat spikes +2.81σ/252d alert; Corn +1.77σ, Soybeans +1.62σ watch
Softs↘
Coffee plunges -2.55σ/30d alert; Sugar neutral near fair value
Commodity Currencies
AUD↗
Mild strength z30=+0.10; supported by metals rally in copper/gold
CAD↘
Weakening z30=-0.35 despite energy bid; divergence from crude
NZD→
No z-score data available; direction indeterminate
BRL↘
Weakening z30=-0.42; soft coffee and ag strength not translating
Crypto
USDT→
-$33M modest outflow; supply ~$189.7B nearly flat
USDC↗
+$282M strong inflow (+0.37%); dominant capital driver
USDS→
No meaningful change; supply negligible
DAI↘
-$11.7M outflow (-0.25%); mild deleverage signal
USD1↗
+$26M inflow (+0.58%); steady institutional growth
Signals
3
Critical
6
Alert
7
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| NVDA | equity | $206.97 | $225.32 | +3.44σ | 252d | critical | SHORT |
| AMD | equity | $424.10 | $424.10 | +3.28σ | 252d | critical | SHORT |
| SOXL | equity | $164.18 | $164.18 | +3.25σ | 252d | critical | SHORT |
| PDBC | equity | $15.92 | $18.60 | +2.16σ | 252d | alert | LONG |
| TSM * | equity | $370.54 | $404.35 | +1.86σ | 252d | watch | LONG |
| CNY=X | equity | $6.79 | $6.79 | -1.82σ | 252d | watch | SHORT |
| IWM | equity | $271.94 | $277.60 | +1.78σ | 252d | watch | LONG |
| 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 | +1.77σ | 252d | watch | LONG |
| ZS=F | commodity | $1,199.00 | $1,199.00 | +1.62σ | 252d | watch | LONG |
| ETH-USD * | crypto | $2,176.92 | $2,176.92 | -2.68σ | 30d | alert | SHORT |
| ALB | commodity | $213.69 | $180.38 | — | — | held | HELD |
| CORN | commodity | $18.67 | $18.14 | — | — | held | HELD |
| CPER | commodity | $39.21 | $38.14 | — | — | held | HELD |
| MSFT | equity | $417.54 | $421.92 | — | — | held | HELD |
| REMX | commodity | $108.72 | $96.57 | — | — | held | HELD |
| SLV | commodity | $77.20 | $69.04 | — | — | held | HELD |
| SOYB | commodity | $25.05 | $24.70 | — | — | held | HELD |
| UNG | commodity | $11.10 | $11.33 | — | — | held | HELD |
| USO | commodity | $140.77 | $148.23 | — | — | held | HELD |
| WEAT | commodity | $24.36 | $24.11 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $9.33 | — | — | held | HELD |
| LINK-USD | crypto | $10.53 | $9.73 | — | — | held | HELD |
| DOT-USD | crypto | $1.40 | $1.28 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $86.48 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.26 | — | — | held | HELD |
Risk
Core
$306
exposure $14,185 · 4 positions · σ 20.8% annual
P&L +$908.28
Commodities
$2,170
exposure $59,498 · 10 positions · σ 35.2% annual
P&L +$2,361.28
Crypto
$6
exposure $118 · 5 positions · σ 45.0% annual
P&L -$8.73
Geopolitical Risk
0.48 stable
Persistent but contained state tensions in Ukraine, Middle East, East Asia and Red Sea show periodic military posturing offset by active backchannel diplomacy and economic incentives for restraint. Energy commodities and risk assets face headline sensitivity over 7-30 days, yet observable de-escalation channels limit upside risk to rates and FX volatility.
Eastern Europe medium
Russia-Ukraine frontline incremental advances met with renewed Turkish-mediated ceasefire proposals
natgasoilrisk_assets
NG=F, CL=F
horizon: 21d
Middle East high
Iran-Israel shadow conflict with reported cyber exchanges while backchannel talks via Oman continue
oilrisk_assets
CL=F, GLD
horizon: 14d
East Asia medium
Chinese naval patrols near Taiwan concurrent with US defense talks but no blockade signals
fxrisk_assets
USDJPY=X
horizon: 30d
Top tail risk low severe
Rapid escalation in Strait of Hormuz from direct Iran-Israel strike disrupting 20%+ of seaborne oil
Invalidate if: Successful Oman-mediated nuclear talks produce verifiable interim agreement or observable force drawdowns
Metrics
Core (Equity)
Rolling Sharpe
1m -2.83 | 3m 2.73 | 12m n/a
Rolling Volatility
1m 20.8% | 3m 22.7% | 12m n/a
Drawdown
Current -6.4% | Max -22.3%
ENB
4.32 (assets: 20)
Regime Probability
Low-Vol 36% | High-Vol 14% | 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 -0.36 | 3m 3.95 | 12m 2.25
Rolling Volatility
1m 18.1% | 3m 23.9% | 12m 49.6%
Drawdown
Current -2.0% | Max -88.4%
ENB
11.84 (assets: 36)
Regime Probability
Low-Vol 40% | High-Vol 10% | Trend 46% | Mean-Rev 4%
Current: trend (46%)
Performance Scorecard
Core Forecast
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (1042d) | 541/1358 | 40% [37%-42%] | +374.7% | Longs only |
| Out of Sample (85d) | 49/109 | 45% [36%-54%] | +38.9% | Longs only |
| Recent (7d) | 1/5 | 20% [4%-62%] | -9.1% | Longs only |
| Brier Score | 0.291 FAIL (threshold: 0.25) | Longs only | ||
Commodity OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 2274/4959 | 46% [44%-47%] | +183.7% | Longs only |
| Out of Sample (102d) | 73/132 | 55% [47%-64%] | +23.3% | Longs only |
| Brier Score | 0.247 PASS (threshold: 0.25) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (77d) | 46/96 | 48% [38%-58%] | +64.9% | Longs only |
| Recent (8d) | 7/23 | 30% [16%-51%] | -3.7% | Longs only |
| Brier Score | 0.257 FAIL (threshold: 0.25) | Longs only | ||
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 2815/6317 | 45% [43%-46%] | +224.8% | Longs only |
| Out of Sample (102d) | 168/337 | 50% [45%-55%] | +40.2% | Longs only |
| Recent (8d) | 8/28 | 29% [15%-47%] | -4.7% | Longs only |
| Brier Score | 0.257 FAIL (threshold: 0.25) | Longs only | ||