The Silk Risk Dashboard

2026-06-02 04:36 · v1.0
MEDIUM CONFIDENCE

Market Situation

Interest Rates↗
rising rates at alert levels
Financial↗
extended rally in technology/semiconductors at statistical extremes
Commodity↗
mixed with selective strength at watch levels
Currency→
modest USD moves with CNY at alert extremes
Crypto→
pullback amid equity strength

Commodity Sectors

Metals↗
Copper leads metals higher with +1.69σ breakout; sector on watch.
Energies↗
Natural Gas triggers alert with +2.26σ surge; energy trending up.
Ags↘
Corn drags sector lower with -1.94σ drop; agriculture on watch.
Softs↘
Coffee plunges to alert level at -2.38σ; softs face heavy selling.

Commodity Currencies

AUD→
AUD remains flat with negligible +0.05σ move; trend is neutral.
CAD↘
CAD weakens significantly with -1.99σ drop against USD.
NZD→
No data available; NZD direction remains neutral.
BRL↘
BRL shows moderate weakness with -0.81σ decline.

Crypto

USDT↘
Outflow of $107.8M (-0.057%)
USDC→
Inflow of $32.3M (+0.043%)
USDS→
No change, flat at $0.00B
DAI↗
Inflow of $8.9M (+0.194%)
USD1↘
Outflow of $24.6M (-0.520%)

Signals

1 Critical
12 Alert
8 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $510.13 $510.13 +3.31σ 252d critical SHORT
SOXX * equity $571.93 $571.93 +2.95σ 252d alert LONG
NVDA equity $224.36 $224.36 +2.72σ 252d alert LONG
^IRX * equity $3.62 $3.62 +2.55σ 30d alert LONG
TSM equity $435.63 $435.63 +2.28σ 252d alert LONG
IWM * equity $288.98 $288.98 +2.28σ 252d alert LONG
CNY=X equity $6.77 $6.77 -2.13σ 30d alert SHORT
PDBC * equity $17.87 $17.87 +1.51σ 252d watch LONG
KC=F commodity $260.00 $260.00 -2.38σ 60d alert SHORT
NG=F * commodity $3.34 $3.34 +2.26σ 60d alert LONG
ZC=F commodity $446.50 $446.50 -1.94σ 30d watch SHORT
HG=F commodity $6.43 $6.43 +1.69σ 252d watch LONG
PDBC * commodity $17.87 $17.87 +1.51σ 252d watch LONG
BTC-USD crypto $69,543.91 $69,543.91 -2.43σ 30d alert SHORT
XRP-USD crypto $1.26 $1.26 -2.41σ 60d alert SHORT
ADA-USD crypto $0.27 $0.22 -2.29σ 60d alert SHORT
DOT-USD crypto $1.14 $1.14 -2.13σ 60d alert SHORT
ETH-USD crypto $1,980.23 $1,980.23 -1.99σ 60d watch SHORT
AVAX-USD * crypto $9.90 $8.72 -1.88σ 60d watch SHORT
SOL-USD * crypto $79.30 $79.30 -1.71σ 60d watch SHORT
LINK-USD * crypto $8.84 $8.84 -1.61σ 30d watch SHORT

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$0 · 4d
exposure $10 · 2 positions · σ 23.3% annual (21d realized)
P&L -$1.24

Geopolitical Risk

0.38 stable

Geopolitical risk is stable with Ukraine ceasefire talks advancing and Middle East diplomacy containing flare-ups. Persistent naval activity near Taiwan and Iran nuclear posturing remain monitored for spillovers into energy, FX, and risk assets.

Eastern Europe medium

Russia-Ukraine ceasefire monitoring with incremental diplomatic progress toward demilitarization zones

natgasoilrisk_assets
NG=F, CL=F, EURUSD=X
horizon: 21d
Middle East high

Iran nuclear talks resuming under new multilateral framework amid Israeli concerns

oilgold
CL=F, GLD
horizon: 14d
Indo-Pacific medium

Chinese naval patrols intensified near Taiwan amid joint US-Philippines exercises

fxrisk_assets
USDJPY=X, SPX
horizon: 30d
Top tail risk medium severe

Escalation of Taiwan Strait naval incident into limited blockade

Invalidate if: Renewed high-level diplomatic channels between Beijing and Washington remain open and both sides reaffirm status-quo commitments

Hotspot calibration: 4/6 hits (67%), Brier 0.215 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-02

Finance View — Three Sheets

Neutral — leaning risk-on
Cash Flow 0 neutral
2/5 signals agreeing
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
3/5 signals agreeing
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
2/5 signals agreeing
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.

snapshot 2026-05-19

Sleeve Ledger — Money Management

MM Policy v1.0 effective 2026-05-21
NAV$100,000
Deployable$60,000(reserve 40%)
Drawdown+0.00%
As of2026-05-21
SleeveTargetBufferAdmission 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 16.48 | 3m 5.96 | 12m n/a
Rolling Volatility
1m 17.6% | 3m 22.9% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.95 (assets: 21)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 16.48 | 3m 7.32 | 12m 2.44
Rolling Volatility
1m 17.6% | 3m 20.8% | 12m 48.7%
Drawdown
Current 0.0% | Max -88.4%
ENB
6.31 (assets: 37)
Regime Probability
Low-Vol 40% | High-Vol 10% | Trend 49% | Mean-Rev 1%
Current: trend (49%)

Performance Scorecard

Core Forecast

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (102d)72/13454% [45%-62%]+185.5%Longs only
Recent (7d)5/771% [36%-92%]+8.8%Longs only
OOS Sharpe1.67 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (119d)75/13954% [46%-62%]+11.8%Longs only
Recent (8d)2/450% [15%-85%]-2.1%Longs only
OOS Sharpe0.61 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1374d)109/23447% [40%-53%]+51.2%Longs only
OOS Sharpe0.07 (annualized, trade-level)Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2848/625146% [44%-47%]+220.1%Longs only
Out of Sample (1374d)256/50750% [46%-55%]+75.9%Longs only
Recent (8d)7/1164% [35%-85%]+4.8%Longs only
OOS Sharpe0.64 (annualized, trade-level)Longs only

Refresh prices

Prices update on demand. Run this command on the host that owns the FIIJ repo — it fetches live prices, writes the sidecar JSON, and pushes to git. Vercel rebuilds and the dashboard shows the new prices after a reload (~30s).

fiij refresh-prices

Behind the scenes: same code path the (now-disabled) cron called. Symbols are read from this dashboard's HTML; equity + commodity fetch via MarketDataFetcher, crypto via CryptoDataFetcher; output lands at briefs/dashboards/risk_dashboard_<date>_prices.json.