The Silk Risk Dashboard
2026-05-30 04:20 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates↗
declining yields supportive of equities
Financial↗
extended rally in AI/semiconductors at statistical extremes
Commodity↘
downward pressure on energy despite select gains
Currency→
mild USD softening with CNY at alert extremes
Crypto→
continued consolidation with negative momentum
Commodity Sectors
Metals↗
Copper leads sector with +1.70σ upside watch.
Energies↗
Nat Gas alerts up (+2.41σ) offsetting WTI weakness (-1.71σ).
Ags→
No significant breakouts detected; sector neutral.
Softs↘
Coffee triggers downside alert at -2.10σ.
Commodity Currencies
AUD↗
AUD strengthening mildly at +0.19σ.
CAD↘
CAD weakening against USD at -1.22σ.
NZD→
No current data available; neutral.
BRL↘
BRL weakening significantly at -1.52σ.
Crypto
USDT↘
Shrank by $483.1M (-0.256%), leading market outflows.
USDC↘
Decreased by $211.2M (-0.277%) amid risk-off sentiment.
USDS→
Supply remained flat with no measurable change.
DAI↘
Contracted by $16.9M (-0.369%).
USD1↘
Dropped by $16.5M (-0.346%).
Signals
2
Critical
4
Alert
7
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $516.10 | $516.10 | +3.51σ | 252d | critical | SHORT |
| SOXX | equity | $569.08 | $569.08 | +3.00σ | 252d | critical | SHORT |
| IWM | equity | $290.53 | $290.43 | +2.40σ | 252d | alert | LONG |
| CNY=X | equity | $6.77 | $6.77 | -2.30σ | 30d | alert | SHORT |
| TSM | equity | $418.45 | $418.45 | +1.95σ | 252d | watch | LONG |
| NVDA | equity | $211.14 | $211.14 | +1.78σ | 252d | watch | LONG |
| NG=F | commodity | $3.29 | $3.29 | +2.41σ | 30d | alert | LONG |
| KC=F | commodity | $265.90 | $265.90 | -2.10σ | 60d | alert | 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 |
| ETH-USD | crypto | $2,013.02 | $2,013.02 | -1.85σ | 60d | watch | SHORT |
| BTC-USD | crypto | $73,473.58 | $73,473.58 | -1.85σ | 30d | watch | SHORT |
| ADA-USD | crypto | $0.27 | $0.23 | -1.61σ | 60d | watch | SHORT |
| CORN | commodity | $18.27 | $17.93 | — | — | held | HELD |
| CPER | commodity | $38.98 | $38.86 | — | — | held | HELD |
| SOYB | commodity | $24.98 | $25.15 | — | — | held | HELD |
| UNG | commodity | $11.15 | $11.93 | — | — | held | HELD |
| WEAT | commodity | $24.45 | $23.38 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $8.93 | — | — | held | HELD |
Risk
Core
$302 · 4d
exposure $14,817 · 1 position · σ 9.8% annual (21d realized)
P&L -$5.04
Commodities
$7,392 · 4d
exposure $164,879 · 5 positions · σ 21.6% annual (21d realized)
P&L -$1,906.05
Crypto
$0 · 4d
exposure $10 · 2 positions · σ 21.9% annual (21d realized)
P&L -$0.97
Geopolitical Risk
0.32 deescalating
Diplomatic channels in Ukraine and the Middle East are showing incremental progress toward ceasefires, tempering near-term escalation fears, while commodity and risk-asset volatility remains contained barring sudden disruptions over the 7-30 day horizon.
Eastern Europe medium
Russia-Ukraine peace talks advancing with intermittent violations but declining frontline intensity
natgasoilrisk_assets
NG=F, CL=F, EURUSD=X
horizon: 21d
Middle East high
Iran nuclear talks resuming alongside Israel backchannel diplomacy
oilgoldfx
CL=F, GLD, USDJPY=X
horizon: 14d
East Asia medium
Chinese naval drills near Taiwan with restrained US response
risk_assetsfxrates
^IXIC, USDJPY=X, TLT
horizon: 30d
Top tail risk low severe
Abrupt collapse of Ukraine talks triggering renewed Russian offensive and European energy crisis
Invalidate if: Verifiable ceasefire implementation or mutual troop withdrawals confirming sustained de-escalation
Hotspot calibration: 2/2 hits (100%), Brier 0.132 — 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 7.50 | 3m 4.76 | 12m n/a
Rolling Volatility
1m 23.5% | 3m 23.2% | 12m n/a
Drawdown
Current -1.1% | Max -22.3%
ENB
3.90 (assets: 21)
Regime Probability
Low-Vol 31% | High-Vol 19% | 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 7.50 | 3m 6.33 | 12m 2.25
Rolling Volatility
1m 23.5% | 3m 21.4% | 12m 49.0%
Drawdown
Current -1.1% | Max -88.4%
ENB
7.03 (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 (99d) | 68/129 | 53% [44%-61%] | +178.6% | Longs only |
| Recent (7d) | 4/7 | 57% [25%-84%] | +5.0% | Longs only |
| OOS Sharpe | 1.56 (annualized, trade-level) | 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 (116d) | 74/138 | 54% [45%-62%] | +10.3% | Longs only |
| Recent (8d) | 1/4 | 25% [5%-70%] | -4.7% | Longs only |
| OOS Sharpe | 0.59 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1370d) | 109/234 | 47% [40%-53%] | +51.2% | Longs only |
| OOS Sharpe | 0.07 (annualized, trade-level) | 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) | 251/501 | 50% [46%-54%] | +72.7% | Longs only |
| Recent (8d) | 5/11 | 45% [21%-72%] | +1.4% | Longs only |
| OOS Sharpe | 0.60 (annualized, trade-level) | Longs only | ||