The Silk Risk Dashboard
2026-05-19 03:45 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates→
bear steepening with surging rate volatility suggests term premium repricing, pressuring duration-sensitive assets
Financial↗
mega-cap AI names at statistical extremes while small caps stall, breadth deteriorating beneath surface strength
Commodity↘
energy-led commodity strength with precious metals and battery metals diverging sharply to downside
Currency↗
modest USD strength against commodity bloc, CNY managed depreciation continuing
Crypto→
range-bound with slight negative momentum, no strong directional signal; correlation with risk assets remains elevated
Commodity Sectors
Metals→
Gold pulling back -1.68σ/30d; Copper firm +1.60σ/252d; mixed signals
Energies↗
NatGas surging +2.19σ/30d alert; WTI strong +1.92σ/252d; URA down -2.06σ
Ags↗
Wheat critical +2.50σ/252d alert; Corn & Beans +1.5σ broad strength
Softs↘
Coffee crashing -3.08σ/60d critical breakdown; Sugar neutral no signal
Commodity Currencies
AUD↘
Mild weakness z30=-0.33; soft but no breakout vs USD
CAD↘
Weakening z30=-0.60 despite strong energy; divergence notable
NZD→
No data available; direction indeterminate
BRL↘
Sharp weakness z30=-1.37; significant commodity-FX divergence
Crypto
USDT→
Minor outflow of $59.8M (-0.032%); within neutral band
USDC→
Slight outflow of $19.5M (-0.025%); within neutral band
USDS→
Flat with no meaningful change
DAI↘
Outflow of $8M (-0.175%); notable supply contraction
USD1↗
Strong inflow of $94.2M (+2.08%); dominant mover today
Signals
3
Critical
7
Alert
8
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $420.99 | $420.99 | +3.12σ | 252d | critical | SHORT |
| NVDA * | equity | $206.97 | $222.32 | +3.07σ | 252d | critical | SHORT |
| SOXL | equity | $151.75 | $151.75 | +2.80σ | 252d | alert | LONG |
| ^IRX * | equity | $3.57 | $3.57 | -2.74σ | 30d | alert | SHORT |
| PDBC | equity | $15.92 | $18.72 | +2.15σ | 252d | alert | LONG |
| IWM | equity | $271.94 | $275.97 | +1.66σ | 252d | watch | LONG |
| TSM | equity | $370.54 | $395.95 | +1.66σ | 252d | watch | LONG |
| CNY=X | equity | $6.81 | $6.81 | -1.60σ | 252d | watch | SHORT |
| KC=F * | commodity | $266.50 | $266.50 | -3.08σ | 60d | critical | LONG |
| ZW=F | commodity | $653.00 | $653.00 | +2.50σ | 252d | alert | LONG |
| NG=F | commodity | $3.02 | $3.02 | +2.19σ | 30d | alert | LONG |
| PDBC | commodity | $15.92 | $18.72 | +2.15σ | 252d | alert | LONG |
| URA | commodity | $48.68 | $48.68 | -2.06σ | 30d | alert | SHORT |
| CL=F | commodity | $102.37 | $102.37 | +1.92σ | 252d | watch | LONG |
| GC=F | commodity | $4,537.90 | $4,537.90 | -1.68σ | 30d | watch | SHORT |
| HG=F * | commodity | $6.28 | $6.28 | +1.60σ | 252d | watch | LONG |
| ZC=F | commodity | $465.75 | $465.75 | +1.55σ | 252d | watch | LONG |
| ZS=F | commodity | $1,194.75 | $1,194.75 | +1.54σ | 252d | watch | LONG |
| ALB | commodity | $213.69 | $174.00 | — | — | held | HELD |
| CORN | commodity | $18.65 | $18.96 | — | — | held | HELD |
| CPER | commodity | $39.02 | $37.94 | — | — | held | HELD |
| MSFT | equity | $417.54 | $424.87 | — | — | held | HELD |
| REMX | commodity | $108.72 | $93.80 | — | — | held | HELD |
| SLV | commodity | $77.20 | $68.41 | — | — | held | HELD |
| SOYB | commodity | $25.07 | $25.17 | — | — | held | HELD |
| UNG | commodity | $11.24 | $11.59 | — | — | held | HELD |
| USO | commodity | $143.75 | $151.91 | — | — | held | HELD |
| WEAT | commodity | $24.50 | $25.18 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $9.14 | — | — | held | HELD |
| LINK-USD | crypto | $10.53 | $9.56 | — | — | held | HELD |
| DOT-USD | crypto | $1.40 | $1.23 | — | — | held | HELD |
| SOL-USD | crypto | $93.90 | $84.40 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.25 | — | — | held | HELD |
Risk
Core
$309 · 4d
exposure $14,185 · 4 positions · σ 10.5% annual (21d realized)
P&L +$518.09
Commodities
$3,065 · 4d
exposure $69,727 · 10 positions · σ 21.2% annual (21d realized)
P&L +$3,389.20
Crypto
$5 · 4d
exposure $118 · 5 positions · σ 21.8% annual (21d realized)
P&L -$11.39
Geopolitical Risk
0.45 stable
Diplomatic backchannels in Ukraine and the Middle East have produced temporary pauses in direct confrontations, yet fragile ceasefires and naval posturing in Asia sustain risks to energy flows and risk sentiment over the next 7-30 days.
Eastern Europe high
Fragile Ukraine ceasefire holding amid Russian force repositioning near Donbas
natgasoilrisk_assets
NG=F, CL=F
horizon: 10d
Middle East medium
Iran-Israel rhetorical escalation tied to nuclear monitoring disputes
oilgoldfx
CL=F, GLD, USDJPY=X
horizon: 21d
Indo-Pacific medium
Chinese naval drills near Taiwan amid renewed sovereignty claims
fxrisk_assets
USDJPY=X
horizon: 28d
Top tail risk low severe
Rapid escalation to direct NATO-Russia engagement after Ukrainian frontline collapse
Invalidate if: Successful Geneva-mediated talks produce verifiable 90-day truce and mutual withdrawals
Metrics
Core (Equity)
Rolling Sharpe
1m 0.95 | 3m 4.02 | 12m n/a
Rolling Volatility
1m 26.0% | 3m 23.8% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
4.56 (assets: 20)
Regime Probability
Low-Vol 28% | High-Vol 22% | 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 3.57 | 3m 4.58 | 12m 2.36
Rolling Volatility
1m 23.2% | 3m 23.7% | 12m 49.8%
Drawdown
Current 0.0% | Max -88.4%
ENB
10.44 (assets: 36)
Regime Probability
Low-Vol 38% | High-Vol 12% | Trend 48% | Mean-Rev 2%
Current: trend (48%)
Performance Scorecard
Core Forecast
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (1042d) | 574/1292 | 44% [42%-47%] | +359.7% | Longs only |
| Out of Sample (88d) | 58/111 | 52% [43%-61%] | +105.1% | Longs only |
| Recent (7d) | 6/10 | 60% [31%-83%] | +55.5% | Longs only |
| Brier Score | 0.292 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 (105d) | 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 (80d) | 46/101 | 46% [36%-55%] | +52.8% | Longs only |
| Recent (8d) | 0/12 | 0% [0%-24%] | -12.5% | Longs only |
| Brier Score | 0.257 FAIL (threshold: 0.25) | Longs only | ||
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 2848/6251 | 46% [44%-47%] | +220.1% | Longs only |
| Out of Sample (105d) | 177/344 | 51% [46%-57%] | +58.4% | Longs only |
| Recent (8d) | 6/22 | 27% [13%-48%] | +18.4% | Longs only |
| Brier Score | 0.257 FAIL (threshold: 0.25) | Longs only | ||