The Silk Risk Dashboard

2026-07-03 04:34 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↗62%
TNX at -1.85σ with normal 36bp curve and stable 0.42 geo risk setting up for mean reversion higher in long yields amid persistent disinflation
2-day forecastLong yields likely to rebound modestly over next 2 sessions toward -1.0σ if no weaker-than-expected sentiment or inflation prints, with front-end rates stable.
Watch
  • TNX reclaims above -1.0σ level
  • Consumer sentiment print does not worsen >5%
  • MOVE index remains below 67
32% [n=19] Brier 0.303
Financial↘65%
IWM/AMD/SOXX at +2.07σ/+2.07σ/+1.75σ with breadth momentum contracting -4 and sector rotation to financials/healthcare setting up for near-term mean reversion
2-day forecastEquity indices likely to consolidate or see mild pullback over next 2 sessions after 2σ moves if dispersion holds at 2.0, favoring defensives over extended names.
Watch
  • IWM fails to hold 2.0σ threshold
  • VIX rises above 17.0
  • Financials outperform tech by >0.5%
32% [n=19] Brier 0.301
Commodity↗60%
PDBC/ALB at -1.84σ/-1.87σ after broad -11.7% 30d and crude -28.7% 30d with contained geo hotspots setting up for stabilization rebound
2-day forecastIndustrial commodities likely to stabilize with mild mean-reversion upside over next 2 sessions if no escalation in Eastern Europe or Middle East hotspots.
Watch
  • Crude holds above $67.00
  • Copper rebounds >1.5%
  • No new proxy strikes near shipping lanes
16% [n=19] Brier 0.362
Currency↘64%
EURUSD at -2.32σ extremes with stable geo risk 0.42 and commodity disinflation setting up for mean reversion higher in EURUSD per GMT5 tape confirmation
2-day forecastEURUSD likely to recover from -2.32σ over next 2 sessions if VIX stays below 17 and no surprise NFP strength, softening USD toward thesis flatter path.
Watch
  • EURUSD reclaims 1.155 level
  • 10Y-2Y spread holds above 60bp
  • No spike in USDJPY above 162
26% [n=19] Brier 0.323
Crypto→55%
BTC at -2.6% 30d with no sigma extremes, lower MOVE/VIX and equity breadth momentum -4 setting up for rangebound trading in stable regime
2-day forecastBTC likely to trade rangebound to slightly higher over next 2 sessions if equity consolidation does not widen vol, with perpetual funding staying neutral.
Watch
  • BTC holds above $60000
  • ETH/BTC ratio stable within 2%
  • ETF flows do not turn net negative >$100m
26% [n=19] Brier 0.263

Market Situation

Interest Rates↗
TNX at -1.85σ with normal 36bp curve and stable 0.42 geo risk setting up for mean reversion higher in long yields amid persistent disinflation
Financial↘
IWM/AMD/SOXX at +2.07σ/+2.07σ/+1.75σ with breadth momentum contracting -4 and sector rotation to financials/healthcare setting up for near-term mean reversion
Commodity↗
PDBC/ALB at -1.84σ/-1.87σ after broad -11.7% 30d and crude -28.7% 30d with contained geo hotspots setting up for stabilization rebound
Currency↘
EURUSD at -2.32σ extremes with stable geo risk 0.42 and commodity disinflation setting up for mean reversion higher in EURUSD per GMT5 tape confirmation
Crypto→
BTC at -2.6% 30d with no sigma extremes, lower MOVE/VIX and equity breadth momentum -4 setting up for rangebound trading in stable regime

Signals

0 Critical
3 Alert
6 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
EURUSD=X equity $1.14 $1.14 -2.32σ 252d alert SHORT
IWM equity $294.57 $297.58 +2.07σ 252d alert LONG
AMD equity $517.82 $517.82 +2.07σ 252d alert LONG
ALB equity $135.56 $135.56 -1.87σ 60d watch SHORT
^IRX * equity $3.66 $3.66 +1.87σ 60d watch LONG
^TNX equity $4.37 $4.37 -1.85σ 30d watch SHORT
PDBC equity $15.87 $15.87 -1.84σ 60d watch SHORT
SOXX * equity $566.32 $566.32 +1.75σ 252d watch LONG
TSM equity $434.16 $434.16 +1.70σ 252d watch LONG
AVAX-USD crypto $9.90 $6.89 — — held HELD
ADA-USD crypto $0.27 $0.17 — — held HELD

Risk

Core
$7 · 4d
exposure $182 · 1 position · σ 17.9% annual (21d realized)
P&L +$1.86
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 27.4% annual (21d realized)
P&L -$3.02

Geopolitical Risk

0.42 stable

Persistent but contained tensions across Middle East, Eastern Europe, and East Asia show limited market transmission per independent price action; diplomatic signaling and resilient commodity curves point to pre-pricing with active de-escalation equilibria possible inside 30 days.

Middle East medium

Iran-Israel shadow conflict with proxy strikes near shipping lanes

oilrisk_assetsfx
CL=F, GLD, USDJPY=X
horizon: 14d
Eastern Europe high

Russia-Ukraine infrastructure targeting ahead of winter demand

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

US-China friction over Taiwan Strait patrols and tech controls

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

Direct kinetic strikes closing Strait of Hormuz

Invalidate if: Visible de-escalation via backchannel US-Iran or China-brokered talks and mutual restraint announcements

Hotspot calibration: 75/104 hits (72%), Brier 0.237 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-07-03

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
2/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -1.00
AUDUSD=X: -2.67%; CADUSD=X: -2.09%; NZDUSD=X: -2.64%; BRLUSD=X: -2.47%
Income 0 neutral
2/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-3 QQQ/SPY ratio (growth bid) -1.00
QQQ/SPY: z21=-1.67
Balance Sheet 0 neutral
1/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-5 MOVE index z-score +0.83
^MOVE: z21=-1.24
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 2026-07-03

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 5.83 | 3m 5.29 | 12m n/a
Rolling Volatility
1m 37.3% | 3m 28.0% | 12m n/a
Drawdown
Current -0.9% | Max -22.3%
ENB
3.93 (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 5.83 | 3m 6.23 | 12m 3.20
Rolling Volatility
1m 37.3% | 3m 26.9% | 12m 44.2%
Drawdown
Current -0.9% | Max -88.4%
ENB
4.19 (assets: 37)
Regime Probability
Low-Vol 32% | High-Vol 18% | 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 (143d)104/20850% [43%-57%]+183.9%Longs only
Recent (7d)5/862% [31%-86%]+16.9%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 (149d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1404d)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 (1404d)295/61448% [44%-52%]+69.1%Longs only
Recent (7d)5/862% [31%-86%]+16.9%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.