The Silk Risk Dashboard
2026-06-14 09:02 · v1.0
MEDIUM CONFIDENCE
Market Panels — 2-day forecast
Interest Rates→64%
Normal curve with front-end easing expectations versus sticky long yields amid disinflation
2-day forecast10Y yields likely to remain near 4.49% over next 2 sessions with any consumer sentiment weakness below 50 triggering modest decline toward 4.40; expect stability unless NFP surprises materially.
Watch
- NFP print deviates >75k from consensus
- 2s/10s spread shifts >8bp
- 10Y breaks below 4.40 or above 4.55
Financial↗58%
ALERT sigma gains in semis and small caps with sector broadening under declining VIX
2-day forecastSPX and IWM likely to extend modestly higher over next 2 sessions if VIX stays below 18 and breadth momentum does not worsen below -20, consistent with rotation momentum.
Watch
- VIX holds below 18
- IWM holds above 290
- semiconductor momentum velocity remains >0
Commodity↗65%
Broad commodities at WATCH lows (-1.98σ on PDBC) after sustained 30d declines
2-day forecastCommodity complex likely to rebound over next 2 sessions if crude holds above 82 with any China demand signal positive, producing mean reversion from statistical extremes.
Watch
- PDBC rebounds >1.5%
- crude oil holds above 82.50
- gold stabilizes above 4180
Currency→67%
Modest USD stability with CNY at -1.65σ amid relative rate differentials
2-day forecastEURUSD and USDCNY likely to remain rangebound over next 2 sessions unless Fed signals shift; expect limited moves with any risk-on equity continuation supporting commodity currencies.
Watch
- USDCNY breaks below 6.70
- DXY moves >0.4%
- rate differential widens >5bp
Crypto↗54%
BTC stabilizing after 15.8% 30d pullback with equity sentiment spillover
2-day forecastBTC likely to test higher over next 2 sessions if equity breadth improves and VIX remains suppressed below 18, driven by risk-on flows rather than macro shock.
Watch
- BTC holds above 63000
- ETH/BTC dominance stable
- ETF flows turn positive >$100m
Market Situation
Interest Rates→
Normal curve with front-end easing expectations versus sticky long yields amid disinflation
Financial↗
ALERT sigma gains in semis and small caps with sector broadening under declining VIX
Commodity↗
Broad commodities at WATCH lows (-1.98σ on PDBC) after sustained 30d declines
Currency→
Modest USD stability with CNY at -1.65σ amid relative rate differentials
Crypto↗
BTC stabilizing after 15.8% 30d pullback with equity sentiment spillover
Commodity Sectors
Metals↘
Gold -2.02σ alert, Copper +1.64σ watch; mixed metals on weak USD
Energies↘
WTI -1.74σ watch leads softer energy; gas/uranium quiet
Ags↘
Corn -2.52σ alert, Soy -1.62σ watch; grains broadly lower
Softs↘
Coffee -1.64σ/252d watch leads; sugar steady
Commodity Currencies
AUD↘
AUD z30 -1.44, weakening vs USD
CAD↘
CAD z30 -1.65, soft on WTI weakness
NZD→
NZD no data available
BRL→
BRL z30 -0.34, mildly weaker vs USD
Crypto
USDT→
Slight mint +$61.9M, supply roughly flat
USDC→
Tiny redemption -$9.6M, supply flat
USDS→
No change, negligible supply
DAI↗
Supply grew +$10.3M (+0.23%)
USD1↗
Strong mint +$68M (+1.57%), top mover
Signals
0
Critical
6
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 | +2.65σ | 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 | +1.86σ | 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 |
| GC=F | commodity | $4,238.80 | $4,238.80 | -2.02σ | 60d | alert | SHORT |
| PDBC | commodity | $17.06 | $17.06 | -1.98σ | 30d | watch | SHORT |
| CL=F | commodity | $84.88 | $84.88 | -1.74σ | 60d | watch | SHORT |
| KC=F | commodity | $257.20 | $257.20 | -1.64σ | 252d | watch | SHORT |
| HG=F | commodity | $6.45 | $6.45 | +1.64σ | 252d | watch | LONG |
| ZS=F | commodity | $1,132.00 | $1,132.00 | -1.62σ | 60d | watch | SHORT |
| AVAX-USD * | crypto | $9.90 | $6.52 | -2.15σ | 60d | alert | SHORT |
| ADA-USD | crypto | $0.27 | $0.17 | -1.92σ | 60d | watch | SHORT |
| DOT-USD | crypto | $0.96 | $0.96 | -1.91σ | 60d | watch | SHORT |
| XRP-USD | crypto | $1.13 | $1.13 | -1.82σ | 60d | watch | SHORT |
| ETH-USD | crypto | $1,662.96 | $1,662.96 | -1.76σ | 60d | watch | SHORT |
| SOL-USD * | crypto | $67.45 | $67.45 | -1.67σ | 60d | watch | SHORT |
| LINK-USD * | crypto | $7.85 | $7.85 | -1.64σ | 60d | watch | SHORT |
| BTC-USD | crypto | $64,011.84 | $64,011.84 | -1.63σ | 60d | watch | SHORT |
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 38.9% annual (21d realized)
P&L -$3.37
Geopolitical Risk
0.42 stable
Diplomatic progress on Ukraine offsets ongoing Middle East frictions and Indo-Pacific drills, keeping near-term commodity and risk-asset volatility contained; energy channels remain most sensitive.
Eastern Europe high
Russia-Ukraine ceasefire framework advances under US-China mediation
natgasrates
NG=F
horizon: 21d
Middle East medium
Iran-Israel proxy clashes intensify after strikes on Damascus
oilrisk_assets
CL=F, GLD
horizon: 14d
East Asia medium
Chinese live-fire drills around Taiwan amid US arms transit
fxrisk_assets
USDJPY=X
horizon: 18d
Top tail risk medium high
Major cyber attack on European LNG terminals attributed to state actor
Invalidate if: Independent forensic attribution points to non-state actors or successful NATO de-escalation diplomacy
Hotspot calibration: 25/33 hits (76%), Brier 0.224 — 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 |
| Out of Sample (123d) | 91/180 | 51% [43%-58%] | +164.5% | Longs only |
| Recent (7d) | 0/8 | 0% [0%-32%] | -27.2% | 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 (131d) | 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 (1386d) | 116/264 | 44% [38%-50%] | +12.4% | Longs only |
| Recent (8d) | 7/12 | 58% [32%-81%] | +3.8% | 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 (1386d) | 282/586 | 48% [44%-52%] | +57.6% | Longs only |
| Recent (8d) | 7/20 | 35% [18%-57%] | -8.6% | Longs only |
| OOS Sharpe | 0.22 (annualized, trade-level) | Longs only | ||