The Silk Risk Dashboard

2026-07-01 04:34 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↘57%
Normal curve with weak consumer sentiment and stable geo risk (0.38) setting up for front-end easing while long yields remain sticky
2-day forecastYields likely to edge lower over next 2 sessions if real-yield trajectory stays below recent highs and no hot data surprises, with 10y holding under 4.5% trigger.
Watch
  • 10Y yield breaks below 4.30%
  • 2s10s spread narrows 5bp
  • VIX holds below 17
35% [n=17] Brier 0.300
Financial↘62%
IWM/AMD/TSM at +2.3-2.7σ ALERT with high dispersion and NVDA 30d lag creating mean-reversion setup after bullish direction ratio shift
2-day forecastBroad indices and small caps likely to consolidate over next 2 sessions given 77% mean-reversion rate on 2σ+ moves [n=1686] if VIX expands above 17 or breadth momentum stays negative.
Watch
  • IWM pulls back >1%
  • VIX >18
  • Sigma intensity >2.0
35% [n=17] Brier 0.291
Commodity↗68%
PDBC -2.02σ DOWN and broad commodities -9.9% 30d with contained geopolitical transmission (stable regime) opening disinflation channel
2-day forecastCommodity complex likely to stabilize with mild mean-reversion upside bias over next 2 sessions if no hotspot escalation, triggered by crude holding above 68.
Watch
  • Crude above 70
  • PDBC > -1.5σ
  • Geo risk score <0.4
12% [n=17] Brier 0.374
Currency↗64%
EURUSD -2.03σ DOWN with modest USD bid and stable yield curve setting up for mean reversion amid Fed-ECB divergence
2-day forecastEURUSD likely to mean-revert higher over next 2 sessions toward 1.145 if risk sentiment holds and USDJPY fails 163.5 trigger on compressed real-yield spreads.
Watch
  • EURUSD >1.145
  • USDJPY <162
  • DXY <100.5
24% [n=17] Brier 0.330
Crypto→55%
BTC decoupling at -4.6% 30d from equity breadth rally and low VIX with stable geo risk limiting safe-haven flows
2-day forecastBTC expected to trade neutrally or mild upside over next 2 sessions if equity consolidation limited and ETF flows stable, unless funding rates shift tone.
Watch
  • BTC >60000
  • VIX >18
  • ETH dominance shift >1%
29% [n=17] Brier 0.263

Market Situation

Interest Rates↘
Normal curve with weak consumer sentiment and stable geo risk (0.38) setting up for front-end easing while long yields remain sticky
Financial↘
IWM/AMD/TSM at +2.3-2.7σ ALERT with high dispersion and NVDA 30d lag creating mean-reversion setup after bullish direction ratio shift
Commodity↗
PDBC -2.02σ DOWN and broad commodities -9.9% 30d with contained geopolitical transmission (stable regime) opening disinflation channel
Currency↗
EURUSD -2.03σ DOWN with modest USD bid and stable yield curve setting up for mean reversion amid Fed-ECB divergence
Crypto→
BTC decoupling at -4.6% 30d from equity breadth rally and low VIX with stable geo risk limiting safe-haven flows

Signals

0 Critical
7 Alert
1 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $580.91 $580.91 +2.71σ 252d alert LONG
TSM equity $477.57 $477.57 +2.57σ 252d alert LONG
SOXX equity $640.76 $640.76 +2.51σ 252d alert LONG
IWM equity $294.57 $300.45 +2.31σ 252d alert LONG
ALB * equity $135.03 $135.03 -2.09σ 60d alert SHORT
EURUSD=X * equity $1.14 $1.14 -2.03σ 252d alert SHORT
PDBC equity $15.88 $15.88 -2.02σ 60d alert SHORT
^IRX equity $3.66 $3.66 +1.87σ 60d watch LONG
AVAX-USD crypto $9.90 $6.64 — — held HELD
ADA-USD crypto $0.27 $0.15 — — held HELD

Risk

Core
$7 · 4d
exposure $182 · 1 position · σ 17.9% annual (21d realized)
P&L +$3.07
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 27.0% annual (21d realized)
P&L -$3.28

Geopolitical Risk

0.38 stable

Geopolitical transmission remains contained with primary shocks in energy channels from Middle East and Eastern Europe showing limited second-order spillovers to risk assets and funding currencies; futures curves and vol surfaces indicate pre-pricing of de-escalation pathways via active diplomacy.

Middle East medium

Iran-Israel proxy clashes and threats to Gulf shipping

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

Ukraine frontline stalemate with winter natgas supply risks

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

Chinese military drills near Taiwan amid US arms talks

fxrisk_assets
USDJPY=X, SPX
horizon: 30d
Top tail risk low severe

Direct Iran-Israel strike cycle closing Strait of Hormuz

Invalidate if: Successful backchannel diplomacy or renewed nuclear talks leading to verifiable de-escalation

Hotspot calibration: 71/97 hits (73%), Brier 0.238 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-07-01

Finance View — Three Sheets

Disagreement — size down
Cash Flow −1 risk-off
3/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-2 JPY carry direction +1.00
USDJPY=X: z21=+2.15
Income +1 risk-on
4/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-5 Sector breadth (21d positive + defensive read) +1.00
4/6 positive 21d (pct=0.67); top=XLV (cyclical-led); XLV:+6.6%, XLF:+4.3%, XLU:+2.7%, XLP:+0.9%, XLK:-0.1%, XLE:-5.0%
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-4 Fed balance sheet 4w Δ +0.93
WALCL: 4w Δ +0.466%
Drift sizing tilt (equity + crypto only; commodity unaffected) 1× No drift tilt — (CF-1, 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 2026-07-01

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 5.97 | 3m 4.93 | 12m n/a
Rolling Volatility
1m 37.0% | 3m 27.4% | 12m n/a
Drawdown
Current -0.0% | Max -22.3%
ENB
3.81 (assets: 21)
Regime Probability
Low-Vol 11% | High-Vol 39% | 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 5.97 | 3m 5.87 | 12m 3.25
Rolling Volatility
1m 37.0% | 3m 26.3% | 12m 44.2%
Drawdown
Current -0.0% | Max -88.4%
ENB
4.09 (assets: 37)
Regime Probability
Low-Vol 33% | High-Vol 17% | 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 (141d)103/20650% [43%-57%]+183.2%Longs only
Recent (7d)5/5100% [57%-100%]+12.6%Longs only
OOS Sharpe1.37 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (147d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1402d)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 (1402d)294/61248% [44%-52%]+68.4%Longs only
Recent (7d)5/5100% [57%-100%]+12.6%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.