The Silk Risk Dashboard
2026-05-17 04:08 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates↗
rising term premium signals fiscal/inflation concerns; bond selloff at long end pressuring equity duration assets
Financial↘
sharp 1d reversal in AI names consistent with mean-reversion initiation; Russell 2000 -2.4% 1d (-2.7% 5d) showing breadth weakness
Commodity→
broad commodity rally ex-precious metals and soft commodities; inflationary pressure building
Currency→
USD strengthening broadly despite CNY appreciation; commodity currency weakness diverges from commodity strength suggesting demand concerns
Crypto↘
risk-off rotation hitting crypto alongside equities; no extreme sigma signals but correlated with tech selloff
Commodity Sectors
Metals↗
Copper surges +2.52σ/60d alert; Gold, Silver firm despite USD strength
Energies↗
WTI +1.94σ/252d watch, NatGas +1.83σ/30d; broad energy bid building
Ags↗
Wheat +2.80σ/252d alert leads; Corn +1.77σ, Soybeans +1.62σ watch
Softs↘
Coffee -2.55σ/30d alert selloff; Sugar neutral near baseline
Commodity Currencies
AUD↗
Mild +0.06 z30 strengthening; metals bid supportive but muted
CAD↘
Weakening at z30=-0.35 despite energy rally; divergence notable
NZD→
No z-score data available; direction indeterminate
BRL↘
Sharp weakness z30=-1.10; ag strength not translating to BRL support
Crypto
USDT→
Minor $15.3M outflow; supply steady at $189.7B
USDC↘
Largest drain: -$59.2M (-0.077%) from $77B supply
USDS→
Flat with zero net change
DAI↗
+$3.4M modest inflow (+0.075%); mild demand uptick
USD1↗
+$11.1M inflow (+0.25%); strongest relative 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 | +3.43σ | 252d | critical | SHORT |
| AMD | equity | $424.10 | $424.10 | +3.27σ | 252d | critical | SHORT |
| SOXL * | equity | $164.18 | $164.18 | +3.25σ | 252d | critical | SHORT |
| PDBC | equity | $15.92 | $18.60 | +2.15σ | 252d | alert | LONG |
| TSM | equity | $370.54 | $404.35 | +1.85σ | 252d | watch | LONG |
| IWM | equity | $271.94 | $277.60 | +1.78σ | 252d | watch | LONG |
| CNY=X | equity | $6.81 | $6.81 | -1.61σ | 252d | watch | SHORT |
| ZW=F | commodity | $661.50 | $661.50 | +2.80σ | 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 | +2.15σ | 252d | alert | LONG |
| CL=F | commodity | $101.78 | $101.78 | +1.94σ | 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 | $2,193.09 | $2,193.09 | -2.22σ | 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 | $9.35 | — | — | held | HELD |
| LINK-USD | crypto | $10.53 | $9.80 | — | — | held | HELD |
| DOT-USD | crypto | $1.40 | $1.28 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $86.97 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.26 | — | — | held | HELD |
Risk
Core
$324 · 4d
exposure $14,185 · 4 positions · σ 11.0% annual (21d realized)
P&L +$908.28
Commodities
$3,009 · 4d
exposure $59,498 · 10 positions · σ 24.4% annual (21d realized)
P&L +$2,361.28
Crypto
$6 · 4d
exposure $118 · 5 positions · σ 22.7% annual (21d realized)
P&L -$8.16
Geopolitical Risk
0.48 stable
Tensions persist across Ukraine, the Middle East, and the South China Sea but diplomatic back-channels and economic fatigue are producing observable de-escalation signals that limit near-term spillover into broad commodity or risk-asset volatility.
Eastern Europe high
Incremental Russian gains in Donbas met with Ukrainian counter-drone operations while both sides signal openness to mediated talks
natgasrates
NG=F, ZN=F
horizon: 21d
Middle East medium
Iran-Israel proxy clashes in Syria and Lebanon continue at low intensity with no direct strikes on energy infrastructure
oilrisk_assets
CL=F, GLD
horizon: 14d
Indo-Pacific medium
Chinese naval patrols near Taiwan and Philippines EEZ increase rhetoric but avoid direct vessel collisions
fxrisk_assets
USDJPY=X, SPY
horizon: 30d
Top tail risk low severe
Sudden Iranian mining of Strait of Hormuz after Israeli strike on nuclear site
Invalidate if: Renewed US-Iran indirect talks or public de-escalatory statements from either side
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 (86d) | 49/109 | 45% [36%-54%] | +38.9% | Longs only |
| Recent (7d) | 1/5 | 20% [4%-62%] | -14.6% | 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 (103d) | 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 (78d) | 46/96 | 48% [38%-58%] | +64.9% | Longs only |
| Recent (8d) | 3/19 | 16% [6%-38%] | -7.2% | 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 (103d) | 168/337 | 50% [45%-55%] | +40.2% | Longs only |
| Recent (8d) | 4/24 | 17% [7%-36%] | -8.7% | Longs only |
| Brier Score | 0.257 FAIL (threshold: 0.25) | Longs only | ||