The Silk Risk Dashboard

2026-06-17 04:35 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↘57%
Normal curve, stable geo risk and soft sentiment print set up for data-dependent front-end easing while long yields stay elevated
2-day forecastYields likely to remain rangebound over next 2 sessions; if inflation or sentiment data stays soft then 10y expected to ease toward 4.40 with front-end pricing more cuts
Watch
  • 10y yield breaks below 4.40
  • 2s/10s spread widens past 50bp
  • NFP misses below 150k
33% [n=3] Brier 0.285
Financial↘65%
Alert-level outperformance in IWM SOXX AMD after strong 5d gains sets up for near-term mean reversion within broadening rotation
2-day forecastSemis and small caps likely to pull back over next 2 sessions as mean reversion occurs at 77% rate for 2σ+ moves; if VIX rises above 17 then downside accelerates before any 30d continuation
Watch
  • SOXX falls below +2.0σ
  • IWM fails to hold 290
  • VIX spikes above 17.5
33% [n=3] Brier 0.316
Commodity↗70%
PDBC at -2.18σ and broad commodities down 10.4% 30d set up for mean reversion amid contained supply risks and China demand signals
2-day forecastCommodities expected to rebound modestly over next 2 sessions if no negative demand prints; crude likely to test above 76 and PDBC recover if oil holds key support
Watch
  • Crude holds above 75
  • Broad index rebounds >1.0%
  • No China PMI miss below 49
0% [n=3] Brier 0.380
Currency↗55%
Stable majors with CNY at -1.65σ weakness set up for USD support from rate differentials and selective risk sentiment
2-day forecastUSD expected to hold firm over next 2 sessions against EUR and JPY if long yields remain sticky; USDCNY likely to test higher on any risk-off tilt
Watch
  • EURUSD breaks below 1.155
  • USDCNY rises above 6.80
  • USDJPY holds above 160
33% [n=3] Brier 0.274
Crypto↗54%
BTC down 13.1% 30d with low VIX and bullish equity breadth sets up for stabilization on rotation and contained geopolitical risk
2-day forecastCrypto likely to stabilize or see mild upside over next 2 sessions if small-cap momentum holds; BTC expected to test 66000 if funding rates stay neutral and ETF flows do not deteriorate
Watch
  • BTC holds above 64000
  • VIX remains below 17
  • ETH/BTC dominance stable
67% [n=3] Brier 0.238

Market Situation

Interest Rates↘
Normal curve, stable geo risk and soft sentiment print set up for data-dependent front-end easing while long yields stay elevated
Financial↘
Alert-level outperformance in IWM SOXX AMD after strong 5d gains sets up for near-term mean reversion within broadening rotation
Commodity↗
PDBC at -2.18σ and broad commodities down 10.4% 30d set up for mean reversion amid contained supply risks and China demand signals
Currency↗
Stable majors with CNY at -1.65σ weakness set up for USD support from rate differentials and selective risk sentiment
Crypto↗
BTC down 13.1% 30d with low VIX and bullish equity breadth sets up for stabilization on rotation and contained geopolitical risk

Signals

0 Critical
4 Alert
2 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $507.29 $507.29 +2.50σ 252d alert LONG
SOXX equity $555.55 $591.24 +2.48σ 252d alert LONG
PDBC equity $16.67 $16.67 -2.18σ 30d alert SHORT
IWM equity $292.08 $292.08 +2.17σ 252d alert LONG
TSM equity $425.83 $425.83 +1.85σ 252d watch LONG
CNY=X equity $6.76 $6.76 -1.65σ 252d watch SHORT
AVAX-USD crypto $9.90 $6.80 — — held HELD
ADA-USD crypto $0.27 $0.17 — — held HELD

Risk

Core
$394 · 4d
exposure $12,244 · 1 position · σ 15.5% annual (21d realized)
P&L +$1,069.14
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 39.9% annual (21d realized)
P&L -$3.11

Geopolitical Risk

0.48 stable

Elevated rhetoric in Middle East proxies and Ukraine generates noise but limited transmission so far; primary channels remain oil and safe-haven FX with modest cascades into rates, while diplomatic backchannels and market corroboration point to contained risk over 7-30 days.

Middle East medium

Iran-backed proxies intensify Red Sea and Iraq strikes on energy logistics

oilrisk_assets
CL=F, GLD
horizon: 10d
Eastern Europe low

Russian troop rotations near Kharkiv amid stalled ceasefire talks

natgasfx
NG=F, USDJPY=X
horizon: 21d
Indo-Pacific medium

PLA naval drills east of Taiwan with US carrier group presence

fxrisk_assets
USDJPY=X
horizon: 14d
Top tail risk low severe

Direct Iran-Israel exchange targeting energy infrastructure closes Strait of Hormuz

Invalidate if: US-China coordinated diplomacy produces verifiable de-escalation agreement within 10 days

Hotspot calibration: 32/45 hits (71%), Brier 0.223 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-17

Finance View — Three Sheets

Neutral — leaning risk-on
Cash Flow 0 neutral
1/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -0.78
AUDUSD=X: -1.56%; CADUSD=X: -1.94%; NZDUSD=X: -1.06%; BRLUSD=X: -1.71%
Income +1 risk-on
3/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-1 SPY 50-day SMA slope +1.00
SMA50 5d slope: +1.28%
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score +1.00
credit_hy: latest=2.66, z=-2.04
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 2026-06-17

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 vv1.1 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 7.68 | 3m 6.75 | 12m n/a
Rolling Volatility
1m 26.4% | 3m 24.3% | 12m n/a
Drawdown
Current -0.6% | Max -22.3%
ENB
3.44 (assets: 21)
Regime Probability
Low-Vol 26% | High-Vol 24% | 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 7.68 | 3m 7.59 | 12m 2.44
Rolling Volatility
1m 26.4% | 3m 23.0% | 12m 48.0%
Drawdown
Current -0.6% | Max -88.4%
ENB
4.57 (assets: 37)
Regime Probability
Low-Vol 37% | High-Vol 13% | 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 (127d)94/18551% [44%-58%]+178.6%Longs only
Recent (7d)4/580% [38%-96%]+39.0%Longs only
OOS Sharpe1.45 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (133d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1386d)116/26444% [38%-50%]+12.4%Longs only
Recent (8d)7/1258% [32%-81%]+3.8%Longs only
OOS Sharpe-0.72 (annualized, trade-level)Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (1386d)285/59148% [44%-52%]+62.9%Longs only
Recent (8d)11/1765% [41%-83%]+14.2%Longs only
OOS Sharpe0.25 (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.