The Silk Risk Dashboard

2026-06-11 04:33 · v1.0
WIDE CONFIDENCE

Market Situation

Interest Rates↗
rising long-end yields despite Fed easing creates tightening financial conditions for risk assets
Financial↗
sharp rotation out of growth/AI into defensives, semiconductor complex showing mean-reversion setup after extended rally
Commodity↗
synchronized commodity deflation despite stable geopolitical risk suggests demand destruction or dollar strength effects
Currency↘
dollar strengthening broadly, EUR weakness and CNY depreciation pressure consistent with risk-off and capital repatriation
Crypto↘
sharp 30d drawdown with modest bounce; correlation with tech selloff suggests crypto tracking risk sentiment rather than acting as hedge

Signals

0 Critical
4 Alert
4 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
ALB equity $149.84 $149.84 -2.18σ 60d alert SHORT
SOXX equity $555.55 $541.51 +2.15σ 252d alert LONG
AMD equity $452.40 $452.40 +2.15σ 252d alert LONG
^IRX equity $3.63 $3.63 +2.09σ 60d alert LONG
EURUSD=X equity $1.15 $1.15 -1.90σ 30d watch SHORT
IWM equity $282.05 $282.05 +1.64σ 252d watch LONG
CNY=X equity $6.77 $6.77 -1.61σ 252d watch SHORT
TSM equity $408.75 $408.75 +1.56σ 252d watch LONG
AVAX-USD crypto $9.90 $6.59 — — held HELD
ADA-USD crypto $0.27 $0.17 — — held HELD

Risk

Core
$412 · 4d
exposure $14,466 · 1 position · σ 13.7% annual (21d realized)
P&L +$63.42
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 38.8% annual (21d realized)
P&L -$3.33

Geopolitical Risk

0.47 stable

Geopolitical risk is stable as of mid-2026 with ongoing but contained tensions in the Middle East, Eastern Europe, and East Asia; active diplomatic channels and economic pressures on key actors limit immediate disruption to commodities, FX, rates, and risk sentiment over the next 7-30 days.

Middle East medium

Iran-Israel proxy clashes continue after reported strikes near nuclear sites

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

Russia-Ukraine ceasefire negotiations show incremental progress despite battlefield friction

natgasrates
NG=F
horizon: 21d
East Asia medium

Chinese naval drills near Taiwan raise regional anxiety but remain short of blockade

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

Major state-linked cyber attack on European energy infrastructure

Invalidate if: Observed reduction in hostile cyber activity and renewed multilateral cybersecurity pacts

Hotspot calibration: 17/24 hits (71%), Brier 0.204 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-11

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 v1.1 effective 2026-06-10
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
silk_futures 10% +5pp $9,000
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 13.11 | 3m 7.66 | 12m n/a
Rolling Volatility
1m 10.6% | 3m 20.9% | 12m n/a
Drawdown
Current -0.0% | Max -22.3%
ENB
3.48 (assets: 21)
Regime Probability
Low-Vol 45% | High-Vol 5% | 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 13.11 | 3m 8.77 | 12m 2.47
Rolling Volatility
1m 10.6% | 3m 19.4% | 12m 48.0%
Drawdown
Current -0.0% | Max -88.4%
ENB
5.28 (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 (111d)80/15452% [44%-60%]+166.5%Longs only
Recent (7d)5/1436% [16%-61%]-4.0%Longs only
OOS Sharpe1.40 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (127d)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)264/54049% [45%-53%]+56.1%Longs only
Recent (8d)5/2719% [8%-37%]-11.4%Longs only
OOS Sharpe0.29 (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.