The Silk Risk Dashboard

2026-06-24 04:34 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↘62%
Short-term rates at +2.88σ ALERT with normal curve and stable geo-risk score 0.42 → mean-reversion setup lower
2-day forecastShort-term yields likely to pull back over next 2 sessions if soft data prints materialize; expect reversion if real-yield trajectory eases from current levels.
Watch
  • 2y yield breaks above 3.75%
  • NFP print below 150k
  • 10Y-2Y spread holds above 40bp
40% [n=10] Brier 0.298
Financial↘60%
SOXX +2.37σ, IWM +2.22σ and AMD +2.40σ at ALERT while NVDA lags -1.71σ → high-dispersion mean-reversion setup
2-day forecastFinancials likely to see mean-reversion pressure over next 2 sessions if breadth momentum remains negative at -9; expect modest pullback in extended names.
Watch
  • SOXX fails to hold +2.0σ
  • VIX rises above 20
  • Russell 2000 momentum velocity drops below 0.0
30% [n=10] Brier 0.293
Commodity↗59%
PDBC -2.26σ, crude -25.6% 30d and gold -10.3% 30d with stable geo regime → oversold setup for mean-reversion bounce
2-day forecastCommodities expected to rebound modestly over next 2 sessions if USD pauses and no fresh proxy shocks emerge; crude likely to hold $70 then stabilize higher.
Watch
  • crude oil holds above $70
  • gold finds support above $4000
  • China demand proxy prints above consensus
0% [n=10] Brier 0.417
Currency↗60%
EURUSD at -2.44σ extremes amid USD strength and rate differentials → mean-reversion setup for EUR recovery
2-day forecastEURUSD likely to recover over next 2 sessions if US yields ease and risk sentiment holds; expect test higher if 10Y yield stays below 4.5%.
Watch
  • EURUSD holds above 1.12
  • USDCNY fails to break 6.85
  • 10Y real yield drops 5bp
30% [n=10] Brier 0.290
Crypto↘54%
BTC near $62k with low 30d volatility and high equity dispersion index 2.16 → beta-driven consolidation setup
2-day forecastCrypto likely to track financial mean reversion with mild downside bias over next 2 sessions unless ETF flows accelerate; expect range if BTC holds key support.
Watch
  • BTC breaks below $60000
  • ETH/BTC ratio declines 2%
  • VIX rises above 21
30% [n=10] Brier 0.272

Market Situation

Interest Rates↘
Short-term rates at +2.88σ ALERT with normal curve and stable geo-risk score 0.42 → mean-reversion setup lower
Financial↘
SOXX +2.37σ, IWM +2.22σ and AMD +2.40σ at ALERT while NVDA lags -1.71σ → high-dispersion mean-reversion setup
Commodity↗
PDBC -2.26σ, crude -25.6% 30d and gold -10.3% 30d with stable geo regime → oversold setup for mean-reversion bounce
Currency↗
EURUSD at -2.44σ extremes amid USD strength and rate differentials → mean-reversion setup for EUR recovery
Crypto↘
BTC near $62k with low 30d volatility and high equity dispersion index 2.16 → beta-driven consolidation setup

Signals

0 Critical
6 Alert
3 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
^IRX equity $3.66 $3.66 +2.88σ 60d alert LONG
EURUSD=X equity $1.14 $1.14 -2.44σ 60d alert SHORT
AMD equity $519.85 $519.85 +2.40σ 252d alert LONG
SOXX equity $627.43 $603.39 +2.37σ 252d alert LONG
PDBC * equity $16.18 $16.18 -2.26σ 60d alert SHORT
IWM equity $294.57 $295.32 +2.22σ 252d alert LONG
TSM equity $436.39 $436.39 +1.93σ 252d watch LONG
ALB equity $149.98 $149.98 -1.88σ 60d watch SHORT
NVDA * equity $200.04 $200.04 -1.71σ 30d watch SHORT
AVAX-USD crypto $9.90 $6.37 — — held HELD
ADA-USD crypto $0.27 $0.15 — — held HELD

Risk

Core
$13 · 4d
exposure $369 · 2 positions · σ 16.9% annual (21d realized)
P&L -$4.13
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 31.7% annual (21d realized)
P&L -$3.54

Geopolitical Risk

0.42 stable

Mid-2026 geopolitical risk remains moderate and contained, centered on Middle East proxy actions and Indo-Pacific posturing, with primary transmission via oil and safe-haven FX; Ukraine negotiations and mutual economic incentives among powers support limited cascade into risk assets absent fresh shocks.

Middle East medium

Iran-backed proxy strikes on Israeli positions in Syria and Lebanon

oilrisk_assets
CL=F, GLD
horizon: 18d
Eastern Europe high

Incremental progress in US-mediated Ukraine-Russia ceasefire talks

natgasoil
NG=F, CL=F
horizon: 30d
Indo-Pacific medium

Chinese naval drills and airspace incursions near Taiwan

fxrisk_assets
USDJPY=X, EURUSD=X
horizon: 12d
Top tail risk low severe

Direct kinetic exchange between Iran and Israel targeting energy infrastructure

Invalidate if: Resumption of indirect talks or public de-escalation statements from both capitals

Hotspot calibration: 51/70 hits (73%), Brier 0.248 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-06-24

Finance View — Three Sheets

Risk-on (moderate)
Cash Flow 0 neutral
2/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-1 USD direction (DXY proxy) -1.00
EURUSD=X: z=-2.58; USDJPY=X: z=+1.93; CNY=X: z=+2.89
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: +1.02%
Balance Sheet +1 risk-on
3/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-3 Real yields z-score -1.00
real_yield_10y: latest=2.28, z=+2.09
Drift sizing tilt (equity + crypto only; commodity unaffected) 1× No drift tilt — (CF+0, BS+1) — 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 2026-06-24

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 6.92 | 3m 6.23 | 12m n/a
Rolling Volatility
1m 32.1% | 3m 26.4% | 12m n/a
Drawdown
Current 0.0% | Max -22.3%
ENB
3.62 (assets: 21)
Regime Probability
Low-Vol 16% | High-Vol 34% | 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 6.92 | 3m 7.22 | 12m 3.29
Rolling Volatility
1m 32.1% | 3m 24.9% | 12m 45.1%
Drawdown
Current 0.0% | Max -88.4%
ENB
4.04 (assets: 37)
Regime Probability
Low-Vol 35% | High-Vol 15% | 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 (134d)99/19252% [45%-59%]+187.5%Longs only
Recent (7d)4/757% [25%-84%]+3.6%Longs only
OOS Sharpe1.46 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (140d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1395d)116/26444% [38%-50%]+12.4%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 (1395d)290/59848% [45%-52%]+67.1%Longs only
Recent (7d)4/757% [25%-84%]+3.6%Longs only
OOS Sharpe0.27 (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.