The Silk Risk Dashboard

2026-06-06 03:57 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates↗
rising yields with +1.97σ on short rates signal tighter conditions
Financial↗
extended rally at statistical extremes with VIX spike
Commodity→
mixed; energy up on geo risks while metals decline
Currency↘
USD strength and EUR weakness amid risk-off flows
Crypto→
extended decline with momentum acceleration lower

Commodity Sectors

Metals↗
Copper leads at +1.75σ; Lithium lags at -1.50σ. Mixed overall.
Energies↗
Natural Gas pushes higher at +1.71σ; rest of sector quiet.
Ags↘
Broad selloff led by Corn (-2.72σ) and Soybeans (-2.46σ).
Softs↘
Coffee plunges to alert level at -2.69σ; Sugar neutral.

Commodity Currencies

AUD↘
Sharp weakening trend at -2.54σ against USD.
CAD↘
Notable weakness at -1.98σ tracking commodity drops.
NZD→
No significant data or breakouts reported.
BRL↘
Mild weakening trend at -1.00σ against USD.

Crypto

USDT↘
Dominant outflow of $258.2M (-0.138%)
USDC↘
Significant contraction of $120.8M (-0.159%)
USDS→
Flat supply with no measurable change
DAI↘
Largest relative drop at -0.806% (-$36.7M)
USD1↘
Minor contraction of $8.8M (-0.190%)

Signals

8 Critical
7 Alert
8 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
EURUSD=X * equity $1.15 $1.15 -2.65σ 30d alert SHORT
AMD equity $466.38 $466.38 +2.44σ 252d alert LONG
SOXX * equity $539.77 $539.77 +2.26σ 252d alert LONG
^IRX * equity $3.62 $3.62 +1.97σ 30d watch LONG
TSM equity $415.17 $415.17 +1.74σ 252d watch LONG
IWM * equity $281.65 $281.65 +1.67σ 252d watch LONG
CNY=X equity $6.77 $6.77 -1.64σ 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 +1.75σ 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
AVAX-USD * crypto $9.90 $6.62 -4.02σ 60d critical LONG
ADA-USD * crypto $0.27 $0.15 -3.88σ 60d critical LONG
SOL-USD * crypto $61.78 $61.78 -3.63σ 60d critical LONG
XRP-USD * crypto $1.08 $1.08 -3.56σ 60d critical LONG
DOT-USD * crypto $0.94 $0.94 -3.49σ 60d critical LONG
ETH-USD * crypto $1,545.81 $1,545.81 -3.42σ 60d critical LONG
LINK-USD * crypto $7.26 $7.26 -3.23σ 60d critical LONG
BTC-USD * crypto $60,514.77 $60,514.77 -3.21σ 60d critical LONG

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 32.4% annual (21d realized)
P&L -$3.30

Geopolitical Risk

0.57 escalating

As of June 2026, state tensions are rising over Iranian nuclear advances and Chinese military drills near Taiwan, with risks of energy supply shocks and safe-haven flows pressuring commodities, FX, and risk assets, yet active diplomatic backchannels between major powers provide clear de-escalation avenues.

Middle East medium

Iran advances uranium enrichment amid threats of Israeli military action

oilrisk_assets
CL=F, GLD
horizon: 14d
East Asia high

China conducts large-scale military drills simulating Taiwan blockade

fxrisk_assets
USDJPY=X, EURUSD=X
horizon: 10d
Eastern Europe medium

Russia-Ukraine front sees increased artillery exchanges targeting energy infrastructure

natgasrates
NG=F, TLT
horizon: 21d
Top tail risk low severe

Israeli strikes on Iranian nuclear sites triggering Strait of Hormuz disruptions

Invalidate if: Multilateral mediation yields renewed nuclear talks and verifiable Iranian concessions

Hotspot calibration: 12/14 hits (86%), Brier 0.200 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-06

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 17.36 | 3m 7.84 | 12m n/a
Rolling Volatility
1m 14.5% | 3m 21.3% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.54 (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 17.36 | 3m 8.76 | 12m 2.39
Rolling Volatility
1m 14.5% | 3m 19.7% | 12m 48.6%
Drawdown
Current 0.0% | Max -88.4%
ENB
5.26 (assets: 37)
Regime Probability
Low-Vol 41% | High-Vol 9% | 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 (106d)76/14453% [45%-61%]+174.5%Longs only
Recent (7d)5/1338% [18%-64%]+5.0%Longs only
OOS Sharpe1.62 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (123d)75/14153% [45%-61%]+7.7%Longs only
Recent (8d)1/333% [6%-79%]-2.4%Longs only
OOS Sharpe0.53 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1378d)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 (1378d)260/51950% [46%-54%]+73.6%Longs only
Recent (8d)6/1638% [18%-61%]+3.6%Longs only
OOS Sharpe0.63 (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.