The Silk Risk Dashboard
2026-06-09 04:32 · v1.0
WIDE CONFIDENCE
Market Situation
Interest Rates↗
rising long-end yields and expanding rates volatility signal term premium repricing; fed funds at 3.63% (-0.3% 1m) suggests market pricing fewer cuts ahead
Financial→
narrow tech/semi leadership with broad market stalling; VIX 18.02 (-4.8% 1d but +12.2% 5d) signals unresolved volatility
Commodity↘
broad commodity deflation driven by demand weakness; energy sector +4.3% 30d diverges from underlying crude weakness suggesting equity positioning ahead of fundamentals
Currency→
dollar strengthening broadly; CNY weakness reflects China demand concerns reinforcing commodity deflation narrative
Crypto↘
sharp monthly decline with modest 5d bounce; no sigma signal currently active; crypto tracking risk-off rotation with high beta to rate expectations
Commodity Sectors
Metals↘
REMX leads broad decline at -2.26σ; Gold and ALB also flash alerts.
Energies↘
URA drops -1.77σ on watch level; Crude and NatGas remain neutral.
Ags↘
Soybeans plunge -2.89σ alongside Corn (-2.83σ) triggering alerts.
Softs↘
Coffee triggers alert at -2.43σ; Sugar remains neutral.
Commodity Currencies
AUD↘
AUD weakens sharply against USD with z30 at -2.37.
CAD↘
CAD shows weakening trend with z30 at -1.88.
NZD→
No breakout data available; neutral stance.
BRL↘
BRL weakening against USD with z30 at -1.82.
Crypto
USDT→
Flat at $186.80B with minor -$35.1M outflow.
USDC↗
Strong +$359.4M inflow (+0.475%) to $76.04B.
USDS→
Zero supply change, remaining flat at $0.00B.
DAI↘
Supply shrank by -$32.6M (-0.727%) to $4.46B.
USD1↘
Largest relative drop, losing -$50.4M (-1.087%).
Signals
0
Critical
18
Alert
7
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 | $490.33 | $490.33 | +2.65σ | 252d | alert | LONG |
| SOXX | equity | $567.28 | $571.45 | +2.57σ | 252d | alert | LONG |
| ALB * | equity | $149.84 | $149.84 | -2.18σ | 60d | alert | SHORT |
| TSM | equity | $426.80 | $426.80 | +1.96σ | 252d | watch | LONG |
| ^IRX | equity | $3.63 | $3.63 | +1.94σ | 30d | watch | LONG |
| IWM | equity | $284.11 | $284.11 | +1.81σ | 252d | watch | LONG |
| CNY=X | equity | $6.77 | $6.77 | -1.68σ | 252d | watch | SHORT |
| ZS=F | commodity | $1,115.00 | $1,115.00 | -2.89σ | 60d | alert | SHORT |
| ZC=F * | commodity | $420.00 | $420.00 | -2.83σ | 60d | alert | SHORT |
| KC=F * | commodity | $245.50 | $245.50 | -2.43σ | 60d | alert | SHORT |
| REMX | commodity | $87.42 | $87.42 | -2.26σ | 30d | alert | SHORT |
| ALB * | commodity | $149.84 | $149.84 | -2.18σ | 60d | alert | SHORT |
| GC=F | commodity | $4,343.30 | $4,343.30 | -2.08σ | 30d | alert | SHORT |
| SI=F | commodity | $67.93 | $67.93 | -1.91σ | 30d | watch | SHORT |
| URA | commodity | $45.92 | $45.92 | -1.77σ | 30d | watch | SHORT |
| ZW=F | commodity | $583.75 | $583.75 | -1.61σ | 30d | watch | SHORT |
| AVAX-USD | crypto | $9.90 | $6.68 | -2.87σ | 60d | alert | SHORT |
| ADA-USD * | crypto | $0.27 | $0.17 | -2.56σ | 60d | alert | SHORT |
| DOT-USD * | crypto | $0.96 | $0.96 | -2.50σ | 60d | alert | SHORT |
| SOL-USD | crypto | $66.14 | $66.14 | -2.37σ | 60d | alert | SHORT |
| BTC-USD * | crypto | $62,682.16 | $62,682.16 | -2.32σ | 60d | alert | SHORT |
| ETH-USD * | crypto | $1,671.23 | $1,671.23 | -2.27σ | 60d | alert | SHORT |
| XRP-USD * | crypto | $1.16 | $1.16 | -2.20σ | 60d | alert | SHORT |
| LINK-USD | crypto | $7.87 | $7.87 | -2.01σ | 60d | alert | SHORT |
Risk
Core
$12 · 4d
exposure $448 · 1 position · σ 12.9% annual (21d realized)
P&L +$14.20
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 36.9% annual (21d realized)
P&L -$3.23
Geopolitical Risk
0.52 stable
Elevated but contained state tensions in the Middle East and Eastern Europe continue to threaten energy supply chains and risk sentiment, yet recent lower attack volumes and active backchannel diplomacy point to a fragile stability that could de-escalate further over the next 7-30 days.
Middle East medium
Iran-Israel shadow conflict and proxy clashes near key shipping lanes
oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high
Russia-Ukraine attrition with targeted strikes on energy infrastructure
natgasoilfx
NG=F, CL=F
horizon: 21d
South China Sea medium
Chinese military drills and US freedom-of-navigation operations near Taiwan
fxrisk_assets
USDJPY=X
horizon: 30d
Top tail risk medium high
Major escalation in Ukraine involving third-party NATO equipment triggering energy export bans
Invalidate if: Renewed high-level negotiations or observable mutual troop pullbacks signal fatigue-driven de-escalation
Hotspot calibration: 16/20 hits (80%), Brier 0.210 — 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 13.03 | 3m 7.86 | 12m n/a
Rolling Volatility
1m 12.8% | 3m 21.0% | 12m n/a
Drawdown
Current -0.1% | Max -22.3%
ENB
3.50 (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 13.03 | 3m 8.91 | 12m 2.47
Rolling Volatility
1m 12.8% | 3m 19.4% | 12m 48.0%
Drawdown
Current -0.1% | Max -88.4%
ENB
5.27 (assets: 37)
Regime Probability
Low-Vol 42% | High-Vol 8% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
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 (109d) | 77/147 | 52% [44%-60%] | +170.8% | Longs only |
| Recent (7d) | 2/10 | 20% [6%-51%] | -14.4% | Longs only |
| OOS Sharpe | 1.54 (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 (126d) | 75/142 | 53% [45%-61%] | +6.2% | Longs only |
| Recent (8d) | 0/3 | 0% [0%-56%] | -5.0% | Longs only |
| OOS Sharpe | 0.51 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1381d) | 109/244 | 45% [39%-51%] | +15.6% | Longs only |
| Recent (8d) | 0/10 | 0% [0%-28%] | -23.6% | Longs only |
| OOS Sharpe | -0.54 (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 (1381d) | 261/533 | 49% [45%-53%] | +55.9% | Longs only |
| Recent (8d) | 2/23 | 9% [2%-27%] | -17.2% | Longs only |
| OOS Sharpe | 0.31 (annualized, trade-level) | Longs only | ||