The Silk Risk Dashboard
2026-06-15 04:35 · v1.0
MEDIUM CONFIDENCE
Market Panels — 2-day forecast
Interest Rates↗56%
Normal yield curve with front-end easing bias and sticky long yields in stable geo/disflation setup
2-day forecastYields are likely to drift slightly higher over next 2 sessions with 10Y expected toward 4.55 if data prints firm, while 2s/10s holds near current spread absent FOMC surprises.
Watch
- 10Y yield breaks 4.55
- 2s/10s spread narrows below 40bp
- consumer sentiment misses by >3pts
Financial↘59%
Extended rally in IWM +2.26σ and AMD/SOXX +2.65σ amid broadening rotation from mega-cap AI
2-day forecastFinancials and small-caps are likely to consolidate over next 2 sessions with mild pullback if VIX rises above 17, triggering mean reversion after ALERT-level moves before further rotation.
Watch
- VIX rises above 17
- IWM closes below 290
- SOXX momentum velocity falls below 0.0
Commodity↗70%
PDBC at -1.98σ DOWN with crude and ag sharply lower setting up oversold mean-reversion after 30d declines
2-day forecastCommodities are likely to bounce over next 2 sessions with crude expected to recover toward 82 if it holds above 78 support, consistent with 2σ+ mean reversion before longer-term softness.
Watch
- crude_oil rises above 82
- PDBC gains >1.5%
- gold holds above 4300
Currency↘55%
Mild USD softening with USDCNY -1.54σ DOWN and commodity currencies stable in contained geo regime
2-day forecastUSD is likely to weaken modestly over next 2 sessions with EURUSD expected to test 1.165 if equity sentiment and risk score remain stable, driven by rate differentials.
Watch
- EURUSD breaks above 1.165
- USDCNY rises above 6.80
- USDJPY falls below 158
Crypto↗54%
BTC recovering modestly from 30d drawdown with equity correlation and low vol spillover
2-day forecastCrypto is likely to show mild upside bias over next 2 sessions if BTC holds above 65000 and equity rotation continues, with consolidation if funding rates turn negative.
Watch
- BTC rises above 67000
- ETH/BTC ratio increases 2%
- ETF net flows turn positive
Market Situation
Interest Rates↗
Normal yield curve with front-end easing bias and sticky long yields in stable geo/disflation setup
Financial↘
Extended rally in IWM +2.26σ and AMD/SOXX +2.65σ amid broadening rotation from mega-cap AI
Commodity↗
PDBC at -1.98σ DOWN with crude and ag sharply lower setting up oversold mean-reversion after 30d declines
Currency↘
Mild USD softening with USDCNY -1.54σ DOWN and commodity currencies stable in contained geo regime
Crypto↗
BTC recovering modestly from 30d drawdown with equity correlation and low vol spillover
Signals
0
Critical
3
Alert
3
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| AMD | equity | $511.57 | $511.57 | +2.66σ | 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 | $6.78 | $6.78 | -1.54σ | 252d | watch | SHORT |
| AVAX-USD | crypto | $9.90 | $6.91 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.18 | — | — | held | HELD |
Risk
Core
$416 · 4d
exposure $13,355 · 1 position · σ 15.0% annual (21d realized)
P&L +$1,623.70
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 40.2% annual (21d realized)
P&L -$3.00
Geopolitical Risk
0.48 stable
Persistent state tensions in the Middle East and Eastern Europe maintain moderate pressure on energy commodities while Indo-Pacific posturing weighs on FX and risk sentiment; however multiple diplomatic channels and economic incentives point to containment rather than breakout in the 7-30 day window.
Middle East medium
Iran-Israel shadow conflict with threats around nuclear facilities but active backchannel talks
oilrisk_assets
CL=F, GLD
horizon: 21d
Eastern Europe high
Russia-Ukraine attrition war with intermittent infrastructure strikes and fatigue signals
natgasoil
NG=F, CL=F
horizon: 14d
Indo-Pacific medium
Chinese naval patrols near Taiwan coinciding with US-led drills but no blockade
fxrisk_assets
USDJPY=X, GC=F
horizon: 30d
Top tail risk medium high
Major cyber attack attributed to Russia targeting European energy grids
Invalidate if: Confirmed progress on prisoner swaps and renewed ceasefire negotiations
Hotspot calibration: 27/37 hits (73%), 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) | 1/7 | 14% [3%-51%] | -26.4% | 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) | 8/19 | 42% [23%-64%] | -7.3% | Longs only |
| OOS Sharpe | 0.22 (annualized, trade-level) | Longs only | ||