The Silk Risk Dashboard

2026-06-18 04:34 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates→65%
Normal 48bp curve with stable geo risk and disinflation data setting up for sticky long-end, modest front-end easing
2-day forecastLong-end yields likely to hold near 4.5% over next 2 sessions if NFP surprises are under 50k and real-yield trajectory remains stable, keeping curve status normal.
Watch
  • 10Y yield change <10bp
  • 2s/10s spread holds 40-60bp
  • Consumer sentiment >48
50% [n=4] Brier 0.276
Financial↗56%
ALERT strength in SOXX +2.52σ, AMD +2.50σ, IWM +2.01σ with 67% bullish direction ratio setting up for selective rotation
2-day forecastBroadening to semis, small caps and cyclicals likely to continue over next 2 sessions if VIX stays below 18 and dispersion holds near 1.85, extending the disinflation rotation.
Watch
  • SOXX holds above +2.0σ
  • IWM 1d return >0%
  • VIX <18
50% [n=4] Brier 0.268
Commodity↗68%
PDBC at -2.13σ extremes after -11.6% 30d drop with contained Middle East/Europe transmission setting up for mean reversion
2-day forecastBroad commodity prices likely to mean-revert higher over next 2 sessions if crude oil holds above $73 and no supply disruption news emerges, aligning with disinflation.
Watch
  • Crude >$73
  • PDBC 1d change >0%
  • Gold holds above $4200
0% [n=4] Brier 0.387
Currency↗55%
Mild USD firmness with USDCNY -1.63σ and rate differentials setting up for continued relative strength in stable regime
2-day forecastUSD likely to remain firm with EURUSD testing lower over next 2 sessions if 10Y real yields hold and central bank divergence persists, barring risk sentiment shift.
Watch
  • EURUSD <1.15
  • USDJPY >160
  • 10Y yield >4.4%
25% [n=4] Brier 0.284
Crypto↗52%
BTC -13.0% 30d drawdown with sentiment tied to equity broadening and contained geo risk setting up for stabilization
2-day forecastCrypto expected to stabilize with mild upside if equity rotation persists and VIX declines below 17 over next 2 sessions, though remains sensitive to any vol spike.
Watch
  • BTC >63000
  • VIX <17.5
  • ETH/BTC ratio stable
50% [n=4] Brier 0.260

Market Situation

Interest Rates→
Normal 48bp curve with stable geo risk and disinflation data setting up for sticky long-end, modest front-end easing
Financial↗
ALERT strength in SOXX +2.52σ, AMD +2.50σ, IWM +2.01σ with 67% bullish direction ratio setting up for selective rotation
Commodity↗
PDBC at -2.13σ extremes after -11.6% 30d drop with contained Middle East/Europe transmission setting up for mean reversion
Currency↗
Mild USD firmness with USDCNY -1.63σ and rate differentials setting up for continued relative strength in stable regime
Crypto↗
BTC -13.0% 30d drawdown with sentiment tied to equity broadening and contained geo risk setting up for stabilization

Signals

0 Critical
4 Alert
2 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
SOXX * equity $599.73 $599.73 +2.52σ 252d alert LONG
AMD equity $512.48 $512.48 +2.50σ 252d alert LONG
PDBC equity $16.54 $16.54 -2.13σ 30d alert SHORT
IWM * equity $289.88 $289.88 +2.01σ 252d alert LONG
TSM equity $432.15 $432.15 +1.95σ 252d watch LONG
CNY=X equity $6.76 $6.76 -1.63σ 252d watch SHORT
AVAX-USD crypto $9.90 $6.63 — — held HELD
ADA-USD crypto $0.27 $0.17 — — held HELD

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 40.0% annual (21d realized)
P&L -$3.28

Geopolitical Risk

0.38 stable

Proxy tensions in the Middle East and Eastern Europe show contained transmission primarily into energy channels, while East Asian posturing remains rhetorical; diplomatic backchannels and absent physical-flow disruptions keep broader rates and risk-premia impact muted over the 7-30 day window.

Middle East medium

Iranian proxy militia clashes with Israeli assets near Lebanese border

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

Russian strikes on Ukrainian energy grid amid winter supply talks

natgasfx
NG=F, EURUSD=X
horizon: 21d
East Asia medium

Chinese naval patrols intensified around Taiwan Strait

fxrisk_assets
USDJPY=X, GLD
horizon: 10d
Top tail risk low severe

Direct kinetic exchange between Iran and Israel closing Strait of Hormuz for >72 hours

Invalidate if: Visible US-China coordinated diplomatic intervention or sharp flattening of oil futures curve without physical supply drop

Hotspot calibration: 35/47 hits (74%), Brier 0.226 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-18

Finance View — Three Sheets

Neutral — leaning risk-on
Cash Flow 0 neutral
2/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-2 JPY carry direction +1.00
USDJPY=X: z21=+1.85
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: +1.24%
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-5 MOVE index z-score +0.77
^MOVE: z21=-1.15
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 2026-06-18

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 8.18 | 3m 6.54 | 12m n/a
Rolling Volatility
1m 26.1% | 3m 24.1% | 12m n/a
Drawdown
Current -0.4% | Max -22.3%
ENB
3.37 (assets: 21)
Regime Probability
Low-Vol 27% | High-Vol 23% | 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 8.18 | 3m 7.48 | 12m 2.48
Rolling Volatility
1m 26.1% | 3m 23.1% | 12m 48.0%
Drawdown
Current -0.4% | Max -88.4%
ENB
4.62 (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 (128d)94/18551% [44%-58%]+177.8%Longs only
Recent (7d)4/757% [25%-84%]+30.7%Longs only
OOS Sharpe1.43 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (134d)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 (2089d)2848/625146% [44%-47%]+220.1%Longs only
Out of Sample (1386d)285/59148% [44%-52%]+62.7%Longs only
Recent (8d)11/1958% [36%-77%]+13.7%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.