The Silk Risk Dashboard

2026-07-12 04:36 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↘65%
WATCH +1.90σ rise in 10Y yields with normal curve and stable geo-risk setting up for mean reversion
2-day forecastYields likely to revert lower over next 2 sessions if consumer sentiment stays soft and no hot CPI surprise, with 10Y breaking below 4.50 as primary trigger
Watch
  • 10Y yield >4.65 then continuation
  • consumer_sentiment <44 then higher reversion prob
  • 2s10s spread widens +5bp
27% [n=26] Brier 0.309
Financial↗56%
ALERT +2.22σ in AMD and WATCH gains in IWM/SOXX with VIX at 15.03 supporting AI leadership continuation
2-day forecastEquity indices and AI proxies likely to extend over next 2 sessions if VIX remains below 16 and breadth holds, with AMD >550 as trigger
Watch
  • VIX <16 then upside bias
  • AMD holds >540 then momentum continuation
  • IWM >296 then small-cap follow-through
42% [n=26] Brier 0.282
Commodity→58%
Broad commodities +2.1% 5d but -5.4% 30d with crude stabilization and lithium -1.83σ setting up contained pressures
2-day forecastCommodity basket likely to remain range-bound over next 2 sessions if no shipping disruption news, with crude holding above 70 as support trigger
Watch
  • crude >73 then upside test
  • lithium breaks below 120 then accelerated reversion
  • wheat >640 then ag momentum
23% [n=26] Brier 0.352
Currency↗57%
EURUSD at -1.82σ with rate differentials and stable risk supporting USD firmness per thesis
2-day forecastUSD likely to hold firm over next 2 sessions if geo hotspots remain contained, with EURUSD failing to break 1.15 triggering limited rebound
Watch
  • EURUSD <1.135 then USD strength
  • USDCNY >6.82 then EM pressure
  • risk sentiment stable then dollar bias
19% [n=26] Brier 0.332
Crypto↗54%
BTC mild gains with low VIX and AI correlation intact in stable low-panic regime
2-day forecastCrypto expected to consolidate with slight upside bias over next 2 sessions if BTC holds above 62000, with ETF flow data as trigger
Watch
  • BTC >65000 then extension
  • funding rate neutral then consolidation
  • VIX <15 then risk-on support
31% [n=26] Brier 0.259

Market Situation

Interest Rates↘
WATCH +1.90σ rise in 10Y yields with normal curve and stable geo-risk setting up for mean reversion
Financial↗
ALERT +2.22σ in AMD and WATCH gains in IWM/SOXX with VIX at 15.03 supporting AI leadership continuation
Commodity→
Broad commodities +2.1% 5d but -5.4% 30d with crude stabilization and lithium -1.83σ setting up contained pressures
Currency↗
EURUSD at -1.82σ with rate differentials and stable risk supporting USD firmness per thesis
Crypto↗
BTC mild gains with low VIX and AI correlation intact in stable low-panic regime

Signals

0 Critical
1 Alert
7 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $557.89 $557.89 +2.22σ 252d alert LONG
^TNX equity $4.57 $4.57 +1.90σ 252d watch LONG
IWM equity $294.57 $295.99 +1.83σ 252d watch LONG
ALB equity $126.05 $126.05 -1.83σ 60d watch SHORT
EURUSD=X equity $1.14 $1.14 -1.82σ 252d watch SHORT
SOXX equity $581.34 $581.34 +1.76σ 252d watch LONG
^VIX * equity $15.03 $15.03 -1.75σ 60d watch SHORT
TSM equity $434.11 $434.11 +1.58σ 252d watch LONG
IHI equity $52.04 $51.34 — — held HELD
AVAX-USD crypto $9.90 $6.41 — — held HELD
ADA-USD crypto $0.27 $0.16 — — held HELD

Risk

Core
$12 · 4d
exposure $361 · 2 positions · σ 15.7% annual (21d realized)
P&L -$1.53
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 25.4% annual (21d realized)
P&L -$3.50

Geopolitical Risk

0.37 stable

Selective transmission from Middle East proxy clashes and Ukraine infrastructure risks into oil and natgas channels remains contained, with independent futures curves and shipping data showing only modest risk premia; de-escalation incentives via backchannel diplomacy and economic self-interest dominate the 7-30 day horizon.

Middle East medium

Iran-backed proxy strikes near Strait of Hormuz amid stalled nuclear talks

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

Russian advances threatening Ukrainian natgas transit routes ahead of winter

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

Chinese military drills around Taiwan prompting safe-haven flows

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

Direct kinetic exchange between Iran and Israel closing Hormuz for 7+ days

Invalidate if: Observable de-escalation via third-party mediation or mutual military stand-down confirmed by independent satellite and shipping data

Hotspot calibration: 97/139 hits (70%), Brier 0.238 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-07-12

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
0/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-4 Stablecoin net mint (7d) -0.28
7d net (n=6): $-0.83B
Income 0 neutral
2/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-5 Sector breadth (21d positive + defensive read) +1.00
5/6 positive 21d (pct=0.83); top=XLF (cyclical-led); XLF:+6.6%, XLV:+4.5%, XLU:+3.9%, XLK:+2.9%, XLP:+0.7%, XLE:-3.3%
Balance Sheet 0 neutral
1/5 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=2.31, z=+1.62
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 2026-07-12

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 -0.62 | 3m 5.38 | 12m n/a
Rolling Volatility
1m 27.2% | 3m 28.2% | 12m n/a
Drawdown
Current -3.8% | Max -22.3%
ENB
4.47 (assets: 23)
Regime Probability
Low-Vol 26% | High-Vol 24% | Trend 48% | Mean-Rev 2%
Current: trend (48%)

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 -0.62 | 3m 5.38 | 12m 3.18
Rolling Volatility
1m 27.2% | 3m 28.2% | 12m 44.0%
Drawdown
Current -3.8% | Max -88.4%
ENB
4.47 (assets: 39)
Regime Probability
Low-Vol 37% | High-Vol 13% | Trend 48% | Mean-Rev 2%
Current: trend (48%)

Performance Scorecard

Core Forecast

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (151d)109/23147% [41%-54%]+156.6%Longs only
Recent (7d)2/729% [8%-64%]-5.0%Longs only
OOS Sharpe1.13 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (158d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1413d)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 (1413d)300/63747% [43%-51%]+63.3%Longs only
Recent (7d)2/729% [8%-64%]-5.0%Longs only
OOS Sharpe0.22 (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.