The Silk Risk Dashboard

2026-06-03 04:32 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates→
short-end repricing suggests market pricing out near-term cuts despite Fed funds at 3.63%
Financial→
mega-cap rotation beginning while semiconductor extremes signal mean reversion risk at 77% [n=1686]
Commodity↗
energy supply shock risk from Red Sea disruptions while industrial metals reflect China stimulus hopes
Currency→
dollar mixed with yen weakness and yuan strength creating cross-current
Crypto↘
risk appetite divergence from equities; crypto weakness may be leading indicator for broader risk sentiment deterioration

Commodity Sectors

Metals↗
Copper leads with +1.69σ breakout; overall sector trending up.
Energies↗
Natural Gas surges at +2.26σ; sector shows upward momentum.
Ags↘
Corn drops with -1.94σ breakdown; sector trending downward.
Softs↘
Coffee plunges at -2.38σ; softs sector facing downward pressure.

Commodity Currencies

AUD↘
Weakening trend with -0.13σ; slight downward pressure.
CAD↘
Strong weakening trend at -1.69σ; significant downward pressure.
NZD→
No data available; neutral stance.
BRL↘
Weakening trend with -0.30σ; moderate downward pressure.

Crypto

USDT↘
Supply shrank by $140.0M (-0.074%).
USDC↗
Supply grew by $60.2M (+0.079%).
USDS→
Supply remained flat (+0.000%).
DAI↘
Supply shrank by $14.0M (-0.305%).
USD1↘
Supply shrank by $41.5M (-0.878%).

Signals

5 Critical
11 Alert
5 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $521.54 $521.54 +3.34σ 252d critical SHORT
SOXX equity $583.68 $605.02 +3.27σ 252d critical SHORT
TSM equity $446.69 $446.69 +2.64σ 30d alert LONG
NVDA equity $222.82 $222.82 +2.55σ 252d alert LONG
IWM equity $290.14 $291.66 +2.41σ 252d alert LONG
^IRX equity $3.62 $3.62 +2.14σ 30d alert LONG
CNY=X equity $6.76 $6.76 -1.96σ 30d watch 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
AVAX-USD * crypto $9.90 $8.17 -3.31σ 60d critical LONG
DOT-USD * crypto $1.08 $1.08 -3.16σ 60d critical LONG
ADA-USD * crypto $0.27 $0.21 -3.11σ 60d critical LONG
SOL-USD crypto $74.14 $74.14 -2.91σ 60d alert SHORT
XRP-USD crypto $1.24 $1.24 -2.55σ 60d alert SHORT
ETH-USD crypto $1,884.48 $1,884.48 -2.50σ 60d alert SHORT
BTC-USD crypto $67,218.00 $67,218.00 -2.49σ 60d alert SHORT
LINK-USD crypto $8.36 $8.36 -2.36σ 30d alert SHORT

Risk

Core
$591 · 4d
exposure $29,973 · 2 positions · σ 9.5% annual (21d realized)
P&L +$865.70
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 30.8% annual (21d realized)
P&L -$1.57

Geopolitical Risk

0.48 stable

Geopolitical tensions remain contained across Ukraine, the Middle East, and the Taiwan Strait with active diplomatic channels preventing spillover, though proxy incidents continue to create short-term volatility in energy and risk assets.

Middle East medium

Iranian proxy attacks on Red Sea shipping amid stalled nuclear talks

oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high

Russia-Ukraine ceasefire proposals advance slowly despite battlefield friction

natgasrates
NG=F, TLT
horizon: 18d
East Asia medium

Routine PLA naval patrols near Taiwan ahead of local political events

fxrisk_assets
USDJPY=X, GLD
horizon: 30d
Top tail risk medium high

State-sponsored cyber disruption targeting European LNG terminals

Invalidate if: Intelligence community reports show no anomalous preparations and multilateral cyber norms talks gain momentum

Hotspot calibration: 5/7 hits (71%), Brier 0.236 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-03

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 19.47 | 3m 7.26 | 12m n/a
Rolling Volatility
1m 17.1% | 3m 22.1% | 12m n/a
Drawdown
Current -0.1% | Max -22.3%
ENB
3.83 (assets: 21)
Regime Probability
Low-Vol 41% | High-Vol 9% | 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 19.47 | 3m 8.70 | 12m 2.47
Rolling Volatility
1m 17.1% | 3m 20.1% | 12m 48.7%
Drawdown
Current -0.1% | Max -88.4%
ENB
5.46 (assets: 37)
Regime Probability
Low-Vol 40% | High-Vol 10% | Trend 48% | Mean-Rev 2%
Current: trend (48%)

Performance Scorecard

Core Forecast

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (103d)72/13553% [45%-62%]+180.5%Longs only
Recent (7d)5/771% [36%-92%]+15.1%Longs only
OOS Sharpe1.76 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (120d)75/13954% [46%-62%]+11.8%Longs only
Recent (8d)2/367% [21%-94%]+0.2%Longs only
OOS Sharpe0.61 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1375d)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 (1375d)256/50850% [46%-55%]+74.8%Longs only
Recent (8d)7/1070% [40%-89%]+10.7%Longs only
OOS Sharpe0.67 (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.