The Silk Risk Dashboard

2026-06-10 04:32 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates↘
long-end selloff accelerating while front-end anchored by easing expectations, creating bear-steepening pressure on equity multiples
Financial↗
AI/semi sector extended against a backdrop of rising rates and collapsing breadth; mean reversion probability 77% within 6 days [n=1686]
Commodity↘
industrial metals signaling demand weakness; energy complex weakening despite stable geopolitical risk
Currency↘
dollar strengthening broadly, EUR weakness accelerating, CNY under managed depreciation pressure
Crypto↘
sharp monthly drawdown stabilizing near $60k support; no sigma signal active suggesting consolidation rather than capitulation; risk-off macro environment and rising real yields creating headwinds

Signals

0 Critical
4 Alert
4 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $490.33 $490.33 +2.65σ 252d alert LONG
SOXX * equity $567.28 $571.45 +2.57σ 252d alert LONG
EURUSD=X equity $1.15 $1.15 -2.23σ 30d alert SHORT
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
AVAX-USD crypto $9.90 $6.43 — — held HELD
ADA-USD crypto $0.27 $0.16 — — held HELD

Risk

Core
$12 · 4d
exposure $448 · 1 position · σ 12.9% annual (21d realized)
P&L -$18.99
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 36.5% annual (21d realized)
P&L -$3.49

Geopolitical Risk

0.48 stable

Mid-2026 geopolitical risk is stable with contained flare-ups in the Middle East and Eastern Europe offset by active diplomacy; oil and natgas remain most exposed while FX and risk assets reflect resilient positioning amid expected policy easing.

Middle East medium

Iran-Israel shadow conflict with reported strikes on proxy assets and nuclear site tensions

oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high

Frozen Ukraine front with Russian incremental gains and Western sanction renewal debates

natgasrates
NG=F, USDJPY=X
horizon: 21d
South China Sea low

China-Philippines vessel confrontations with U.S. freedom-of-navigation patrols

fxrisk_assets
USDJPY=X
horizon: 30d
Top tail risk low severe

Direct Iran-Israel missile exchanges closing Strait of Hormuz for weeks

Invalidate if: Successful U.S.-China mediated talks produce verifiable de-escalation roadmap and mutual force repositioning

Hotspot calibration: 16/22 hits (73%), Brier 0.212 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-10

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 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

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (110d)77/15051% [43%-59%]+156.3%Longs only
Recent (7d)4/1429% [12%-55%]-16.1%Longs only
OOS Sharpe1.54 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (126d)75/14253% [45%-61%]+6.2%Longs only
Recent (8d)0/30% [0%-56%]-5.0%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1381d)109/24445% [39%-51%]+15.6%Longs only
Recent (8d)0/100% [0%-28%]-23.6%Longs only
OOS Sharpe-0.54 (annualized, trade-level)Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2848/625146% [44%-47%]+220.1%Longs only
Out of Sample (1381d)261/53649% [44%-53%]+52.4%Longs only
Recent (8d)4/2715% [6%-32%]-17.6%Longs only
OOS Sharpe0.32 (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.