The Silk Risk Dashboard
2026-06-05 04:32 · v1.0
MEDIUM CONFIDENCE
Market Situation
Interest Rates→
tightening financial conditions at the margin
Financial↗
semiconductor rally at statistical extremes with 77% mean-reversion probability [n=1686]; financials +2.6% 1d outperforming, healthcare +3.1% 1d rotating in
Commodity→
Crude oil $95.31 (+9.1% 5d, +0.5% 30d) — sharp short-term spike on supply concerns; gold $4485 (-4.6% 30d) and silver (-7.9% 30d) weakening despite inflation signals; coffee -18.7% 30d, lithium -15.0% 30d — broad commodity weakness (DJP -4.0% 30d) outside energy
Currency↗
potential policy-driven move; commodity currencies (AUD, CAD, NZD, BRL) all declining 30d despite crude strength
Crypto↘
risk-off signal for speculative assets
Commodity Sectors
Metals↗
Copper leads sector higher with +1.74σ breakout; Lithium lags.
Energies↗
Natural Gas drives sector strength with a +1.71σ upside breakout.
Ags↘
Severe sector breakdown led by Corn plunging to -2.72σ.
Softs↘
Coffee dominates sector weakness, triggering alert at -2.69σ.
Commodity Currencies
AUD↘
Currency weakening against USD, tracking lower at -0.84σ.
CAD↘
Strongest currency downside mover, dropping sharply to -1.98σ.
NZD→
No data available; neutral positioning assumed.
BRL↘
Currency shows notable weakness, sliding to -1.28σ.
Crypto
USDT↘
$295.7M outflow (-0.16%), signaling reduced liquidity.
USDC↘
$298.3M outflow (-0.39%), leading market contraction.
USDS→
Flat supply with no measurable 24h change.
DAI↘
$23.7M outflow (-0.52%), showing DeFi contraction.
USD1↘
$15.2M outflow (-0.33%), tracking broader market exits.
Signals
10
Critical
7
Alert
6
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $523.20 | $523.20 | +3.14σ | 252d | critical | SHORT |
| SOXX | equity | $602.72 | $602.72 | +3.05σ | 252d | critical | SHORT |
| IWM | equity | $292.01 | $292.01 | +2.36σ | 252d | alert | LONG |
| TSM | equity | $444.92 | $444.92 | +2.36σ | 252d | alert | LONG |
| NVDA | equity | $218.66 | $218.66 | +2.19σ | 252d | alert | LONG |
| ^IRX | equity | $3.62 | $3.62 | +1.85σ | 30d | watch | LONG |
| CNY=X | equity | $6.77 | $6.77 | -1.69σ | 252d | watch | SHORT |
| ALB * | equity | $165.65 | $165.65 | -1.50σ | 30d | watch | SHORT |
| ZC=F * | commodity | $431.00 | $431.00 | -2.72σ | 60d | alert | SHORT |
| KC=F * | commodity | $247.35 | $247.35 | -2.69σ | 60d | alert | SHORT |
| ZS=F | commodity | $1,155.00 | $1,155.00 | -2.46σ | 30d | 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 |
| ALB * | commodity | $165.65 | $165.65 | -1.50σ | 30d | watch | SHORT |
| ADA-USD * | crypto | $0.27 | $0.17 | -4.16σ | 60d | critical | LONG |
| AVAX-USD * | crypto | $9.90 | $7.17 | -4.08σ | 60d | critical | LONG |
| SOL-USD * | crypto | $66.28 | $66.28 | -3.51σ | 60d | critical | LONG |
| XRP-USD * | crypto | $1.13 | $1.13 | -3.46σ | 60d | critical | LONG |
| DOT-USD * | crypto | $1.00 | $1.00 | -3.35σ | 60d | critical | LONG |
| ETH-USD * | crypto | $1,674.80 | $1,674.80 | -3.25σ | 60d | critical | LONG |
| BTC-USD * | crypto | $62,439.60 | $62,439.60 | -3.19σ | 60d | critical | LONG |
| LINK-USD * | crypto | $7.60 | $7.60 | -3.12σ | 60d | critical | LONG |
Risk
Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 30.3% annual (21d realized)
P&L -$2.79
Geopolitical Risk
0.52 stable
Mid-2026 geopolitical risks remain contained with active diplomatic channels in Ukraine and the Middle East offsetting flare-up potential; energy and risk assets face episodic volatility from proxy conflicts and East Asian posturing but lack momentum for broad escalation.
Middle East medium
Iran-Israel shadow war intensifies with attacks on shipping
oilfxrisk_assets
CL=F, GLD, USDJPY=X
horizon: 21d
Eastern Europe high
Stalemate in Ukraine with risks of Russian energy export cuts
natgasratesrisk_assets
NG=F, EURUSD=X
horizon: 14d
East Asia low
Chinese military drills around Taiwan heighten invasion fears
fxrisk_assets
USDJPY=X, GC=F
horizon: 30d
Top tail risk medium high
Rapid escalation in US-China trade war with full technology embargo
Invalidate if: Positive outcomes from bilateral economic talks
Hotspot calibration: 8/11 hits (73%), Brier 0.234 — 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 16.24 | 3m 7.67 | 12m n/a
Rolling Volatility
1m 14.8% | 3m 21.3% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.57 (assets: 21)
Regime Probability
Low-Vol 43% | High-Vol 7% | 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 16.24 | 3m 8.58 | 12m 2.37
Rolling Volatility
1m 14.8% | 3m 19.8% | 12m 48.6%
Drawdown
Current 0.0% | Max -88.4%
ENB
5.23 (assets: 37)
Regime Probability
Low-Vol 41% | High-Vol 9% | 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 (105d) | 76/140 | 54% [46%-62%] | +184.2% | Longs only |
| Recent (7d) | 5/10 | 50% [24%-76%] | +0.4% | Longs only |
| OOS Sharpe | 1.73 (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 (122d) | 75/139 | 54% [46%-62%] | +11.8% | Longs only |
| Recent (8d) | 1/1 | 100% [21%-100%] | +1.4% | Longs only |
| OOS Sharpe | 0.61 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1377d) | 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 (1377d) | 260/513 | 51% [46%-55%] | +76.8% | Longs only |
| Recent (8d) | 6/11 | 55% [28%-79%] | +0.4% | Longs only |
| OOS Sharpe | 0.67 (annualized, trade-level) | Longs only | ||