The Silk Risk Dashboard

2026-06-07 04:12 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates↗
yields rising on higher-for-longer signals without curve stress
Financial→
extended rally in semis and small caps despite broad index pressure
Commodity↘
at statistical extremes with broad-based declines
Currency↗
USD extended rally vs EUR and CNY
Crypto↘
continued weakness at statistical extremes

Commodity Sectors

Metals↘
Gold leads sector decline at -2.39σ; Silver and Lithium follow lower.
Energies↗
Natural Gas breaks upward at +1.56σ; rest of sector remains neutral.
Ags↘
Corn plunges to critical -3.30σ level; Soybeans also critical at -3.01σ.
Softs↘
Coffee triggers alert with sharp -2.69σ drop; Sugar lacks breakout.

Commodity Currencies

AUD↘
Significant weakening against USD, reaching -2.54σ.
CAD↘
Currency weakening against USD, hitting -1.97σ.
NZD→
No breakout data available; trend remains neutral.
BRL↘
Currency shows weakening trend, dropping to -1.93σ.

Crypto

USDT↘
-$444.1M (-0.237%) outflow, leading the market contraction.
USDC↘
-$60.1M (-0.079%) outflow, showing moderate contraction.
USDS→
Flat at $0.00B with no measurable 24h change.
DAI↘
-$7.0M (-0.155%) outflow, reflecting broader market trend.
USD1→
Supply remains flat at $4.64B with zero net movement.

Signals

4 Critical
11 Alert
9 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 +1.75σ 252d watch LONG
CNY=X equity $6.77 $6.77 -1.68σ 252d watch SHORT
IWM equity $281.65 $281.65 +1.67σ 252d watch LONG
ALB equity $165.65 $165.65 -1.50σ 30d watch SHORT
ZC=F * commodity $417.50 $417.50 -3.30σ 60d critical LONG
ZS=F * commodity $1,121.50 $1,121.50 -3.01σ 30d critical LONG
KC=F commodity $247.35 $247.35 -2.69σ 60d alert SHORT
GC=F * commodity $4,337.10 $4,337.10 -2.39σ 30d alert SHORT
ZW=F commodity $580.00 $580.00 -1.90σ 30d watch SHORT
SI=F * commodity $68.94 $68.94 -1.80σ 30d watch SHORT
NG=F commodity $3.23 $3.23 +1.56σ 60d watch LONG
ALB commodity $165.65 $165.65 -1.50σ 30d watch SHORT
AVAX-USD * crypto $9.90 $6.70 -3.44σ 60d critical LONG
ADA-USD * crypto $0.27 $0.16 -3.12σ 60d critical LONG
SOL-USD crypto $64.63 $64.63 -2.91σ 60d alert SHORT
DOT-USD crypto $0.97 $0.97 -2.88σ 60d alert SHORT
ETH-USD crypto $1,626.29 $1,626.29 -2.77σ 60d alert SHORT
XRP-USD crypto $1.14 $1.14 -2.68σ 60d alert SHORT
BTC-USD crypto $62,454.06 $62,454.06 -2.63σ 60d alert SHORT
LINK-USD crypto $7.72 $7.72 -2.40σ 60d alert SHORT

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 35.1% annual (21d realized)
P&L -$3.21

Geopolitical Risk

0.48 stable

Tensions persist across Ukraine, the Middle East, and the Taiwan Strait with potential to affect energy flows and risk assets, yet multiple independent indicators of active backchannel diplomacy and summer operational pauses point to contained rather than expanding conflict in the 7-30 day window.

Eastern Europe high

Stalemate in Ukraine with intermittent infrastructure strikes but reduced offensive tempo

natgasoilrisk_assets
NG=F, CL=F
horizon: 21d
Middle East medium

Iran-Israel shadow war with proxy clashes in Syria and renewed nuclear rhetoric

oilfxrisk_assets
CL=F, GLD, USDJPY=X
horizon: 14d
East Asia medium

Chinese naval patrols near Taiwan coinciding with US defense talks

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

Unexpected Ukrainian deep-strike success prompting overt Russian tactical nuclear signaling

Invalidate if: Announcement of high-level ceasefire framework supported by verifiable troop withdrawals

Hotspot calibration: 13/16 hits (81%), Brier 0.214 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-07

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 (107d)76/14453% [45%-61%]+174.5%Longs only
Recent (7d)6/1060% [31%-83%]+13.7%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 (124d)75/14153% [45%-61%]+7.7%Longs only
Recent (8d)0/20% [0%-66%]-3.7%Longs only
OOS Sharpe0.53 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1379d)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 (1379d)260/51950% [46%-54%]+73.6%Longs only
Recent (8d)6/1250% [25%-75%]+10.8%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.