The Silk Risk Dashboard
2026-06-13 05:37 · v1.0
MEDIUM CONFIDENCE
Market Situation
Commodity Sectors
Metals↘
Gold alert at -2.15σ/60d dragging sector; Cu +1.61σ offsets partially
Energies↘
WTI crude watch at -1.74σ/60d; NatGas & Uranium lack breakout signals
Ags↘
Corn -2.52σ & Soybeans -2.32σ both at alert; broad ag selloff
Softs↘
Sugar -1.81σ/30d & Coffee -1.65σ/252d both under watch pressure
Commodity Currencies
AUD↘
AUD z30=-1.44 weakening, consistent with broad commodity downdraft
CAD↘
CAD z30=-1.65 weakening, weakest commodity FX; oil drag evident
NZD→
No z-score data available; direction indeterminate
BRL↘
BRL z30=-0.92 mild weakening; softs & ag pressure weighing
Crypto
USDT↘
-$326M (-0.18%): largest outflow driving risk-off tone
USDC↘
-$50.6M (-0.07%): moderate redemptions add pressure
USDS→
Flat at ~$0B, no meaningful change
DAI↘
-$10.2M (-0.23%): steepest % decline among stables
USD1↗
+$5.5M (+0.13%): sole inflow, minor counter-trend
Signals
0
Critical
7
Alert
15
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $511.57 | $511.57 | +2.67σ | 252d | alert | LONG |
| SOXX | equity | $555.55 | $596.25 | +2.66σ | 252d | alert | LONG |
| IWM | equity | $292.95 | $292.95 | +2.26σ | 252d | alert | LONG |
| PDBC | equity | $17.06 | $17.06 | -1.98σ | 30d | watch | SHORT |
| TSM | equity | $423.93 | $423.93 | +1.85σ | 252d | watch | LONG |
| CNY=X | equity | $6.76 | $6.76 | -1.65σ | 252d | watch | SHORT |
| ZC=F * | commodity | $412.75 | $412.75 | -2.52σ | 60d | alert | SHORT |
| ZS=F | commodity | $1,113.50 | $1,113.50 | -2.32σ | 60d | alert | SHORT |
| GC=F | commodity | $4,215.00 | $4,215.00 | -2.15σ | 60d | alert | SHORT |
| PDBC | commodity | $17.06 | $17.06 | -1.98σ | 30d | watch | SHORT |
| SB=F | commodity | $13.70 | $13.70 | -1.81σ | 30d | watch | SHORT |
| CL=F * | commodity | $84.88 | $84.88 | -1.74σ | 60d | watch | SHORT |
| KC=F | commodity | $257.20 | $257.20 | -1.65σ | 252d | watch | SHORT |
| HG=F * | commodity | $6.43 | $6.43 | +1.61σ | 252d | watch | LONG |
| AVAX-USD | crypto | $9.90 | $6.66 | -2.14σ | 60d | alert | SHORT |
| ADA-USD * | crypto | $0.27 | $0.17 | -1.84σ | 60d | watch | SHORT |
| ETH-USD * | crypto | $1,677.22 | $1,677.22 | -1.79σ | 60d | watch | SHORT |
| XRP-USD * | crypto | $1.15 | $1.15 | -1.77σ | 60d | watch | SHORT |
| DOT-USD * | crypto | $0.99 | $0.99 | -1.77σ | 60d | watch | SHORT |
| BTC-USD * | crypto | $63,954.16 | $63,954.16 | -1.70σ | 60d | watch | SHORT |
| SOL-USD | crypto | $67.78 | $67.78 | -1.70σ | 60d | watch | SHORT |
| LINK-USD | crypto | $7.99 | $7.99 | -1.53σ | 60d | watch | SHORT |
Market Panels — 2-day forecast
Interest Rates→62%
Normal yield curve at 48bp spread with Fed funds at 3.63% sets up for range-bound action ahead of data prints.
2-day forecastYields likely to hold steady if economic data releases match consensus and real-yield trajectory remains contained over next 2 sessions.
Watch
- 10Y yield moves beyond 4.55
- 2s/10s spread widens past 55bp
- NFP print deviates more than 50k from estimates
Financial↘62%
Semiconductor and small-cap names at ALERT levels (+2.67σ AMD, +2.66σ SOXX, +2.26σ IWM) after outperformance sets up mean-reversion.
2-day forecastFinancials and indices likely to pull back over next 2 sessions if VIX rises above 19 or breadth momentum stays below -15.
Watch
- VIX closes above 19
- IWM falls below 290
- SOXX fails to hold 2% above 5d average
Commodity↗57%
PDBC at -1.98σ lows combined with lithium's 5d rebound from 30d weakness sets up short-term mean-reversion bounce.
2-day forecastCommodity complex expected to rise if crude holds above 82 and China-related demand signals remain stable over next 2 sessions.
Watch
- crude_oil rebounds above 86.5
- lithium holds above 165
- broad commodity index gains more than 1.5%
Currency→58%
CNY at -1.65σ weakness amid stable rate differentials and low EM stress sets up for limited USD moves.
2-day forecastMajor pairs likely to remain range-bound if DXY stays below 102 and central bank divergence signals do not widen over next 2 sessions.
Watch
- USDCNY breaks below 6.70
- EURUSD falls below 1.15
- USDJPY drops under 158.5
Crypto↗55%
BTC down 15.8% over 30d with flat recent action and low funding pressure sets up for relief stabilization.
2-day forecastCrypto expected to edge higher if perpetual funding stays neutral and spot ETF flows remain positive over next 2 sessions.
Watch
- BTC holds above 62000
- ETH/BTC ratio rises 1%
- funding rate turns positive
Risk
Core
$416 · 4d
exposure $13,355 · 1 position · σ 15.0% annual (21d realized)
P&L +$978.26
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 38.7% annual (21d realized)
P&L -$3.25
Geopolitical Risk
0.42 stable
Diplomatic channels remain active across key flashpoints despite ongoing proxy actions in the Middle East and naval posturing in East Asia; energy and safe-haven assets face moderate volatility but no systemic disruption is priced in for the 7-30 day window.
Middle East medium
Iran-backed proxy strikes on shipping lanes persist at low intensity
oilrisk_assets
CL=F, GLD
horizon: 18d
Eastern Europe high
Russia-Ukraine attrition conflict shows no major territorial shifts ahead of winter
natgasrates
NG=F
horizon: 30d
East Asia medium
Chinese naval patrols increase near Taiwan amid routine US transits
fxrisk_assets
USDJPY=X
horizon: 10d
Top tail risk low severe
Rapid escalation into direct Iran-Israel strikes disrupting Strait of Hormuz
Invalidate if: Successful Oman-mediated de-escalation summit produces verifiable confidence-building measures
Hotspot calibration: 23/30 hits (77%), Brier 0.209 — 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 v1.1 effective 2026-06-10
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 |
| silk_futures | 10% | +5pp | $9,000 |
Per-trade risk: 0.50% of deployable Sizing mode: risk-sizing Admission: off (default)
MM policy vv1.1 is the active production schema since 2026-06-10. Pre-2026-06-10 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 8.27 | 3m 7.13 | 12m n/a
Rolling Volatility
1m 18.0% | 3m 21.9% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.41 (assets: 21)
Regime Probability
Low-Vol 39% | High-Vol 11% | 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 8.27 | 3m 8.18 | 12m 2.36
Rolling Volatility
1m 18.0% | 3m 20.7% | 12m 47.8%
Drawdown
Current 0.0% | Max -88.4%
ENB
4.92 (assets: 37)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 |
| Recent (7d) | 1/8 | 12% [2%-47%] | -29.9% | Longs only |
| OOS Sharpe | 1.38 (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 (130d) | 75/142 | 53% [45%-61%] | +6.2% | Longs only |
| OOS Sharpe | 0.51 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1385d) | 116/264 | 44% [38%-50%] | +12.4% | Longs only |
| Recent (8d) | 7/20 | 35% [18%-57%] | -2.7% | Longs only |
| OOS Sharpe | -0.72 (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 (1385d) | 191/406 | 47% [42%-52%] | +10.2% | Longs only |
| Recent (8d) | 8/28 | 29% [15%-47%] | -10.5% | Longs only |
| OOS Sharpe | -0.29 (annualized, trade-level) | Longs only | ||