The Silk Risk Dashboard

2026-06-08 04:34 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates→
long-end repricing reflects sticky inflation (CPI +0.6% 1m) overriding Fed's 30bp cut; rising term premium pressures equity multiples
Financial→
sharp tech-led selloff with defensive rotation into healthcare (+3.5% 5d), financials (+1.7% 5d), staples (+1.7% 5d)
Commodity↗
demand destruction signal consistent with weakening consumer sentiment and rising rates
Currency→
USD strengthening broadly as rate differentials widen; commodity currencies under pressure from commodity selloff
Crypto→
significant 30d decline but stabilizing near-term; decoupling from equity selloff today but macro headwinds (rising rates, risk-off) limit upside

Commodity Sectors

Metals↘
Gold leads broad metals decline at -2.39σ, signaling downward pressure.
Energies↘
Uranium drops sharply at -2.13σ, offsetting mild Natural Gas gains.
Ags↘
Critical selloffs across ags, led by Corn plunging -3.30σ.
Softs↘
Coffee faces heavy selling pressure, dropping -2.55σ.

Commodity Currencies

AUD↘
AUD weakens significantly at -2.54σ against USD.
CAD↘
CAD shows notable weakness, sliding -1.97σ.
NZD→
No breakout data available; neutral positioning.
BRL↘
BRL faces downward pressure, weakening at -1.93σ.

Crypto

USDT→
Flat with minor +$70.9M (+0.038%) inflow.
USDC↗
Strong growth adding +$207.1M (+0.274%) to supply.
USDS→
No change in supply at $0.00B.
DAI↘
Contraction with -$47.6M (-1.059%) outflow.
USD1→
Supply remains unchanged at $4.64B.

Signals

4 Critical
13 Alert
10 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $466.38 $466.38 +2.43σ 252d alert LONG
SOXX equity $539.77 $539.77 +2.25σ 252d alert LONG
ALB equity $155.44 $155.44 -2.04σ 30d alert SHORT
^IRX equity $3.62 $3.62 +1.97σ 30d watch LONG
PDBC * equity $17.46 $17.46 -1.88σ 30d watch SHORT
TSM equity $415.17 $415.17 +1.75σ 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
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 $246.50 $246.50 -2.55σ 60d alert SHORT
GC=F commodity $4,337.10 $4,337.10 -2.39σ 30d alert SHORT
REMX * commodity $88.59 $88.59 -2.34σ 30d alert SHORT
URA * commodity $45.31 $45.31 -2.13σ 30d alert SHORT
ALB commodity $155.44 $155.44 -2.04σ 30d alert SHORT
ZW=F * commodity $580.00 $580.00 -1.90σ 30d watch SHORT
PDBC * commodity $17.46 $17.46 -1.88σ 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
ADA-USD * crypto $0.27 $0.16 -3.10σ 60d critical LONG
AVAX-USD * crypto $9.90 $6.80 -3.01σ 60d critical LONG
DOT-USD crypto $0.98 $0.98 -2.55σ 60d alert SHORT
SOL-USD crypto $66.73 $66.73 -2.45σ 60d alert SHORT
ETH-USD crypto $1,686.25 $1,686.25 -2.35σ 60d alert SHORT
BTC-USD crypto $63,523.35 $63,523.35 -2.31σ 60d alert SHORT
XRP-USD crypto $1.16 $1.16 -2.29σ 60d alert SHORT
LINK-USD crypto $7.97 $7.97 -1.97σ 60d watch SHORT

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 37.2% annual (21d realized)
P&L -$3.14

Geopolitical Risk

0.38 stable

Geopolitical risks are contained as Ukraine ceasefire talks advance and multilateral diplomacy engages multiple flashpoints, outweighing escalation signals from the Middle East and South China Sea; this supports stable commodity flows and risk sentiment over the next 7-30 days.

Middle East medium

Israel-Iran proxy clashes continue but backchannel talks show signs of restraint

oilrisk_assets
CL=F, GLD
horizon: 21d
Eastern Europe high

Russia-Ukraine negotiations advance toward phased ceasefire agreement

natgasrisk_assets
NG=F
horizon: 14d
Indo-Pacific low

Elevated Chinese naval patrols near Taiwan amid joint US-ASEAN drills

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

Cyber escalation between NATO and Russia disrupts European energy infrastructure

Invalidate if: Independent verification of new bilateral cyber confidence-building measures

Hotspot calibration: 14/18 hits (78%), Brier 0.219 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-08

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 12.45 | 3m 7.77 | 12m n/a
Rolling Volatility
1m 13.3% | 3m 21.1% | 12m n/a
Drawdown
Current -0.6% | Max -22.3%
ENB
3.49 (assets: 21)
Regime Probability
Low-Vol 44% | High-Vol 6% | 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 12.45 | 3m 8.76 | 12m 2.38
Rolling Volatility
1m 13.3% | 3m 19.5% | 12m 48.2%
Drawdown
Current -0.6% | Max -88.4%
ENB
5.22 (assets: 37)
Regime Probability
Low-Vol 42% | High-Vol 8% | Trend 49% | Mean-Rev 1%
Current: trend (49%)

Performance Scorecard

Core Forecast

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (108d)76/14453% [45%-61%]+174.5%Longs only
Recent (7d)1/617% [3%-56%]-8.0%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 (125d)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 (1380d)109/23746% [40%-52%]+26.5%Longs only
Recent (8d)0/30% [0%-56%]-16.3%Longs only
OOS Sharpe-0.22 (annualized, trade-level)Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2848/625146% [44%-47%]+220.1%Longs only
Out of Sample (1380d)260/52250% [46%-54%]+62.2%Longs only
Recent (8d)1/119% [2%-38%]-9.5%Longs only
OOS Sharpe0.49 (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.