The Silk Risk Dashboard
2026-05-29 04:35 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates→
stable with recent yield easing
Financial↗
extended rally at statistical extremes in semis
Commodity↘
mixed performance with sharp energy drawdown
Currency↗
USD strength
Crypto↗
underperformance relative to equity rally
Commodity Sectors
Metals↗
Copper leads sector with +1.70σ breakout, signaling upward momentum.
Energies↗
Natural Gas triggers alert at +2.41σ, outweighing WTI drop (-1.71σ).
Ags→
No breakouts detected across grains; sector momentum remains neutral.
Softs↘
Coffee leads sector lower hitting a -1.89σ watch level.
Commodity Currencies
AUD↘
Slight weakening trend at -0.31σ against the USD.
CAD↘
Strong weakening momentum at -1.57σ against the USD.
NZD→
No data available; trend remains neutral.
BRL↘
Notable downward pressure with -1.52σ, signaling currency weakness.
Crypto
USDT↘
Outflow of $473.8M (-0.251%)
USDC↘
Outflow of $251.9M (-0.329%)
USDS→
Flat at $0.00B (+0.000%)
DAI↘
Outflow of $8.5M (-0.183%)
USD1↘
Outflow of $16.6M (-0.347%)
Signals
2
Critical
4
Alert
11
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $518.09 | $518.09 | +3.67σ | 252d | critical | SHORT |
| SOXX * | equity | $569.47 | $569.47 | +3.08σ | 252d | critical | SHORT |
| IWM * | equity | $292.03 | $292.03 | +2.55σ | 252d | alert | LONG |
| TSM | equity | $424.86 | $424.86 | +2.10σ | 252d | alert | LONG |
| NVDA | equity | $214.25 | $214.25 | +2.04σ | 252d | alert | LONG |
| CNY=X | equity | $6.78 | $6.78 | -1.88σ | 30d | watch | SHORT |
| PDBC | equity | $17.91 | $17.91 | +1.60σ | 252d | watch | LONG |
| EURUSD=X * | equity | $1.16 | $1.16 | -1.58σ | 30d | watch | SHORT |
| NG=F * | commodity | $3.29 | $3.29 | +2.41σ | 30d | alert | LONG |
| KC=F | commodity | $272.05 | $272.05 | -1.89σ | 60d | watch | SHORT |
| CL=F * | commodity | $88.14 | $88.14 | -1.71σ | 30d | watch | SHORT |
| HG=F | commodity | $6.41 | $6.41 | +1.70σ | 252d | watch | LONG |
| PDBC | commodity | $17.91 | $17.91 | +1.60σ | 252d | watch | LONG |
| BTC-USD | crypto | $73,551.53 | $73,551.53 | -1.97σ | 30d | watch | SHORT |
| ETH-USD | crypto | $2,009.76 | $2,009.76 | -1.93σ | 60d | watch | SHORT |
| ADA-USD | crypto | $0.27 | $0.23 | -1.62σ | 60d | watch | SHORT |
| XRP-USD | crypto | $1.32 | $1.32 | -1.53σ | 30d | watch | SHORT |
| CORN | commodity | $18.27 | $18.20 | — | — | held | HELD |
| CPER | commodity | $38.98 | $38.90 | — | — | held | HELD |
| SOYB | commodity | $24.98 | $25.22 | — | — | held | HELD |
| UNG | commodity | $11.15 | $12.06 | — | — | held | HELD |
| WEAT | commodity | $24.45 | $23.76 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $8.88 | — | — | held | HELD |
Risk
Core
n/a
no open positions
Commodities
$7,981 · 4d
exposure $164,879 · 5 positions · σ 23.4% annual (21d realized)
P&L -$475.36
Crypto
$0 · 4d
exposure $10 · 2 positions · σ 21.9% annual (21d realized)
P&L -$1.02
Geopolitical Risk
0.47 stable
Core state tensions in the Middle East and Eastern Europe remain managed through backchannel diplomacy, with no major supply disruptions to energy markets observed. Stable regime prevails as de-escalation signals offset persistent proxy conflicts, limiting near-term volatility in commodities, FX, and risk assets.
Middle East medium
Iran-Israel shadow conflict simmers with limited proxy strikes in Syria; no direct oil facility hits
oilrisk_assets
CL=F, GLD
horizon: 18d
Eastern Europe high
Russia-Ukraine frontline stalemate persists; both sides signal openness to phased ceasefire talks
natgasfx
NG=F
horizon: 30d
Indo-Pacific medium
Routine Chinese naval patrols near Taiwan and Philippines EEZ; no live-fire incidents
fxrisk_assets
USDJPY=X
horizon: 12d
Top tail risk medium high
State-linked cyber operation severs major European natgas interconnectors
Invalidate if: Independent verification of reduced Russian troop movements and successful EU-Russia energy talks
Hotspot calibration: 1/1 hits (100%), Brier 0.202 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Neutral — leaning risk-on
Cash Flow 0 neutral
CF-1 CF-2 CF-3 CF-4 CF-5
CF-1 USD direction (DXY proxy) -0.64
EURUSD=X: z=-2.35; USDJPY=X: z=+0.64; CNY=X: z=-0.13
Income +1 risk-on
I-1 I-2 I-3 I-4 I-5
I-2 IWM/SPY ratio (small-cap appetite) -1.00
IWM/SPY: z21=-2.31
Balance Sheet 0 neutral
B-1 B-2 B-3 B-4 B-5 B-6
B-3 Real yields z-score -1.00
real_yield_10y: latest=2.13, z=+2.87
Drift sizing tilt (equity + crypto only; commodity unaffected) 1× No drift tilt — (CF+0, BS+0) — not in the validated cells
Pending signals (not in vote): B-6
V-2 (5d SPY forward, 2022-01-03 → 2025-12-31, 1003d): risk_on_high PASS risk_off_high FAIL disagreement FAIL neutral FAIL
Panel shows regime call only — does NOT tilt strategy sizing (V-3 disagreement-as-drawdown predictor failed). See
docs/research/finance_view_validation_2022-2025.md. Sleeve Ledger — Money Management
MM Policy v1.0 effective 2026-05-21
Account paper
NAV$100,000
Deployable$60,000(reserve 40%)
Drawdown+0.00%
As of2026-05-21
| Sleeve | Target | Buffer | Admission cap |
|---|---|---|---|
| silk_commodity_etf | 40% | +5pp | $27,000 |
| silk_commodity_futures | 40% | +5pp | $27,000 |
| silk_crypto | 20% | +5pp | $15,000 |
| silk_equity | 40% | +5pp | $27,000 |
Per-trade risk: 0.50% of deployable Sizing mode: risk-sizing Admission: off (default)
MM policy vv1.0 is the active production schema since 2026-05-21. Pre-2026-05-21 OOS / trade-log / backtest data is preserved unmodified — equity-curve rows are tagged pre_v1.0 for dates before policy lock. Source: docs/research/money_management_hybrid.md + docs/2026-05-21_sleeves_status.md.
Metrics
Core (Equity)
Rolling Sharpe
1m 8.48 | 3m 5.04 | 12m n/a
Rolling Volatility
1m 22.9% | 3m 23.1% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.91 (assets: 21)
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 8.48 | 3m 6.66 | 12m 2.28
Rolling Volatility
1m 22.9% | 3m 21.2% | 12m 48.9%
Drawdown
Current 0.0% | Max -88.4%
ENB
7.08 (assets: 37)
Regime Probability
Low-Vol 38% | High-Vol 12% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
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 (98d) | 68/129 | 53% [44%-61%] | +181.1% | Longs only |
| Recent (7d) | 4/8 | 50% [22%-78%] | +8.5% | Longs only |
| Brier Score | 0.295 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 (115d) | 73/137 | 53% [45%-61%] | +10.0% | Longs only |
| Recent (8d) | 0/4 | 0% [0%-49%] | -8.6% | Longs only |
| Brier Score | 0.248 PASS (threshold: 0.25) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1370d) | 109/234 | 47% [40%-53%] | +51.2% | Longs only |
| Brier Score | 0.254 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 (1370d) | 250/500 | 50% [46%-54%] | +73.4% | Longs only |
| Recent (8d) | 4/12 | 33% [14%-61%] | +2.8% | Longs only |
| Brier Score | 0.258 FAIL (threshold: 0.25) | Longs only | ||