The Silk Risk Dashboard
2026-06-04 04:32 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates↗
front-end rates repricing higher suggests market pricing fewer cuts or potential pause, pressuring duration-sensitive assets
Financial→
semiconductor leadership at statistical extremes with mean-reversion probability 77% [n=1686]; breadth deteriorating as Russell 2000 weakens
Commodity↗
energy-led commodity divergence with crude strength amplifying inflation concerns
Currency↗
yuan strengthening against dollar reflects capital flows or policy support; yen weakness persists on rate differential
Crypto↘
severe risk-off in crypto contradicts equity bullishness; no sigma signal currently active but magnitude of decline suggests structural deleveraging rather than temporary pullback
Commodity Sectors
Metals↗
Copper leads sector higher with +1.74σ breakout on watch.
Energies↗
Natural Gas pushes upward with +1.71σ breakout on watch.
Ags↘
Corn plunges -2.72σ triggering alerts amid broad sector weakness.
Softs↘
Coffee drops sharply at -2.38σ triggering alerts.
Commodity Currencies
AUD↘
Slight weakening trend with z-score at -0.12.
CAD↘
Significant weakness against USD with -2.11σ drop.
NZD→
No data available; trend remains neutral.
BRL↗
Strengthening momentum with +0.45σ against USD.
Crypto
USDT↘
-$661.7M (-0.35%) outflow drives market contraction.
USDC→
+$15.0M (+0.02%) inflow, remaining relatively flat.
USDS→
No change in supply over the last 24 hours.
DAI↘
-$18.5M (-0.40%) contraction in circulating supply.
USD1↘
-$46.9M (-1.00%) notable decrease in supply.
Signals
9
Critical
8
Alert
6
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $542.52 | $542.52 | +3.47σ | 252d | critical | SHORT |
| SOXX | equity | $615.68 | $615.68 | +3.29σ | 252d | critical | SHORT |
| ^IRX | equity | $3.62 | $3.62 | +2.25σ | 30d | alert | LONG |
| TSM | equity | $436.69 | $436.69 | +2.23σ | 252d | alert | LONG |
| IWM | equity | $287.67 | $287.67 | +2.12σ | 252d | alert | LONG |
| NVDA * | equity | $214.75 | $214.75 | +1.92σ | 252d | watch | LONG |
| CNY=X | equity | $6.76 | $6.76 | -1.89σ | 30d | watch | SHORT |
| PDBC | equity | $17.87 | $17.87 | +1.51σ | 252d | watch | LONG |
| ZC=F | commodity | $431.00 | $431.00 | -2.72σ | 60d | alert | SHORT |
| ZS=F * | commodity | $1,155.00 | $1,155.00 | -2.46σ | 30d | alert | SHORT |
| KC=F | commodity | $260.00 | $260.00 | -2.38σ | 60d | alert | SHORT |
| ZW=F * | commodity | $586.75 | $586.75 | -2.04σ | 30d | alert | SHORT |
| HG=F * | commodity | $6.49 | $6.49 | +1.74σ | 252d | watch | LONG |
| NG=F | commodity | $3.24 | $3.24 | +1.71σ | 60d | watch | LONG |
| PDBC | commodity | $17.87 | $17.87 | +1.51σ | 252d | watch | LONG |
| AVAX-USD * | crypto | $9.90 | $7.63 | -3.77σ | 60d | critical | LONG |
| ADA-USD * | crypto | $0.27 | $0.19 | -3.73σ | 60d | critical | LONG |
| XRP-USD * | crypto | $1.15 | $1.15 | -3.55σ | 60d | critical | LONG |
| SOL-USD * | crypto | $68.11 | $68.11 | -3.55σ | 60d | critical | LONG |
| DOT-USD * | crypto | $1.02 | $1.02 | -3.39σ | 60d | critical | LONG |
| BTC-USD * | crypto | $62,540.22 | $62,540.22 | -3.34σ | 60d | critical | LONG |
| ETH-USD * | crypto | $1,746.01 | $1,746.01 | -3.12σ | 60d | critical | LONG |
| LINK-USD | crypto | $7.87 | $7.87 | -2.88σ | 60d | alert | SHORT |
Risk
Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 30.5% annual (21d realized)
P&L -$2.28
Geopolitical Risk
0.42 stable
Diplomatic channels remain active in Ukraine and the Middle East, capping escalation risks, while naval posturing in the South China Sea sustains moderate uncertainty for risk assets and select FX pairs. Energy markets reflect contained premia with de-escalation pathways visible via ongoing talks.
Middle East medium
Iran nuclear program advances amid stalled inspections, raising Israeli response rhetoric
oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high
Russia-Ukraine ceasefire framework gains traction in indirect US-mediated talks
natgasoilfx
NG=F, EURUSD=X
horizon: 21d
South China Sea medium
Chinese naval drills overlap with US freedom-of-navigation operations
fxrisk_assets
USDJPY=X
horizon: 30d
Top tail risk low severe
Unexpected direct Iran-Israel kinetic exchange disrupting Strait of Hormuz
Invalidate if: Iran accepts IAEA inspection roadmap and Israel refrains from strikes
Hotspot calibration: 7/9 hits (78%), Brier 0.230 — 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 15.00 | 3m 7.14 | 12m n/a
Rolling Volatility
1m 17.8% | 3m 21.8% | 12m n/a
Drawdown
Current -1.1% | Max -22.3%
ENB
3.54 (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 15.00 | 3m 8.33 | 12m 2.39
Rolling Volatility
1m 17.8% | 3m 20.0% | 12m 48.7%
Drawdown
Current -1.1% | Max -88.4%
ENB
5.19 (assets: 37)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 (104d) | 72/137 | 53% [44%-61%] | +168.9% | Longs only |
| Recent (7d) | 3/7 | 43% [16%-75%] | +4.4% | Longs only |
| OOS Sharpe | 1.71 (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 (121d) | 75/139 | 54% [46%-62%] | +11.8% | Longs only |
| Recent (8d) | 2/2 | 100% [34%-100%] | +1.6% | Longs only |
| OOS Sharpe | 0.61 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1376d) | 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 (1376d) | 256/510 | 50% [46%-55%] | +72.1% | Longs only |
| Recent (8d) | 5/9 | 56% [27%-81%] | +3.8% | Longs only |
| OOS Sharpe | 0.66 (annualized, trade-level) | Longs only | ||