The Silk Risk Dashboard

2026-07-30 04:35 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↘61%
TNX at +1.83σ watch and elevated MOVE (70.88 +4% 1d) with weakening sentiment sets mean-reversion in yields
2-day forecastTreasury yields likely to decline over next 2 sessions on mean reversion from watch levels if VIX holds above 19 and no hot CPI surprise, easing pressure on risk assets.
Watch
  • TNX closes below 4.50
  • 2s/10s spread widens >5bp
  • MOVE index fails to break 75
28% [n=46] Brier 0.310
Financial↗70%
QQQ/AMD at -2.77σ/-3.14σ statistical extremes after bearish streak and -4 breadth momentum sets up equity mean reversion
2-day forecastEquities likely to rebound over next 2 sessions via mean reversion if VIX mean-reverts from +2.40σ with dispersion not expanding above 1.3, favoring selective AI/quality leadership.
Watch
  • QQQ recovers >2% from lows
  • VIX closes below 19.0
  • Tech sector beats SPX by 1%
30% [n=46] Brier 0.297
Commodity↗56%
Grains at +7-17% 30d and crude +20.5% 30d reflation channel active amid stable geo risk and spare capacity
2-day forecastCommodity prices expected to hold or extend gains modestly over next 2 sessions if USD softens and China demand signals remain neutral, with grains leading reflation transmission.
Watch
  • Crude holds above 82.50
  • Corn futures +2% or more
  • Broad commodity index momentum >0
37% [n=46] Brier 0.297
Currency↘59%
EURUSD at -1.78σ with firmer dollar bias on rate differentials and stable geo risk score of 0.38
2-day forecastDollar likely to firm over next 2 sessions against EUR if equities rebound modestly without VIX spike, keeping EURUSD under pressure from real-yield spreads.
Watch
  • EURUSD breaks below 1.14
  • USDJPY holds above 162
  • DXY rises on risk stabilization
24% [n=46] Brier 0.308
Crypto↗54%
BTC with +2.1% 30d and low dispersion alongside equity extremes and reflation in commodities
2-day forecastCrypto expected to stabilize or follow equity mean reversion higher over next 2 sessions if funding rates stay neutral and ETF flows do not reverse, with BTC above 64000 as trigger.
Watch
  • BTC holds above 64000
  • ETH/BTC dominance stable
  • Perp funding rate >0
30% [n=46] Brier 0.257

Market Situation

Interest Rates↘
TNX at +1.83σ watch and elevated MOVE (70.88 +4% 1d) with weakening sentiment sets mean-reversion in yields
Financial↗
QQQ/AMD at -2.77σ/-3.14σ statistical extremes after bearish streak and -4 breadth momentum sets up equity mean reversion
Commodity↗
Grains at +7-17% 30d and crude +20.5% 30d reflation channel active amid stable geo risk and spare capacity
Currency↘
EURUSD at -1.78σ with firmer dollar bias on rate differentials and stable geo risk score of 0.38
Crypto↗
BTC with +2.1% 30d and low dispersion alongside equity extremes and reflation in commodities

Signals

1 Critical
4 Alert
3 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
AMD equity $429.56 $429.56 -3.14σ 30d critical LONG
QQQ equity $661.73 $661.73 -2.77σ 60d alert SHORT
^VIX * equity $20.66 $20.66 +2.40σ 30d alert LONG
TLT equity $82.85 $82.85 -2.24σ 252d alert SHORT
IWM * equity $288.57 $288.57 -2.22σ 30d alert SHORT
NVDA * equity $190.01 $190.01 -1.95σ 30d watch SHORT
^TNX equity $4.62 $4.62 +1.83σ 252d watch LONG
EURUSD=X * equity $1.14 $1.14 -1.78σ 252d watch SHORT
AVAX-USD crypto $9.90 $6.47 — — held HELD
ADA-USD crypto $0.27 $0.16 — — held HELD

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 25.0% annual (21d realized)
P&L -$3.45

Geopolitical Risk

0.38 stable

Persistent state tensions in the Middle East, Eastern Europe, and East Asia show limited market coupling due to high spare energy capacity, diplomatic signaling, and diversified supply routes; transmission is primarily second-order via risk sentiment and selective FX safe-haven flows, with visible de-escalation equilibria in backchannel talks.

Middle East medium

Iran nuclear threshold signals and Israeli proxy responses in Syria

oilrisk_assets
CL=F, GLD
horizon: 12d
Eastern Europe low

Stalemate in Ukraine with incremental Russian gains but ceasefire leaks

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

Chinese military drills near Taiwan amid US arms package announcements

fxrisk_assets
USDJPY=X, SPX
horizon: 18d
Top tail risk medium high

Major escalation in South China Sea leading to US carrier deployment and risk-off cascade

Invalidate if: Observed reduction in PLAN deployments or joint US-China climate/economic communique

Hotspot calibration: 148/207 hits (71%), Brier 0.229 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-07-30

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
2/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-1 USD direction (DXY proxy) +0.88
EURUSD=X: z=+1.92; USDJPY=X: z=+0.44; CNY=X: z=-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=-2.05
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -1.00
credit_hy: latest=2.84, z=+2.50
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 2026-07-30

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 -5.65 | 3m 1.10 | 12m n/a
Rolling Volatility
1m 25.9% | 3m 29.8% | 12m n/a
Drawdown
Current -17.1% | Max -22.3%
ENB
3.74 (assets: 29)
Regime Probability
Low-Vol 29% | High-Vol 21% | 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 -5.65 | 3m 1.10 | 12m 2.52
Rolling Volatility
1m 25.9% | 3m 29.8% | 12m 39.5%
Drawdown
Current -17.1% | Max -88.4%
ENB
3.74 (assets: 44)
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 (170d)117/26344% [39%-51%]+98.3%Longs only
Recent (7d)1/128% [1%-35%]-39.0%Longs only
OOS Sharpe0.72 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (176d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1431d)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 (1431d)308/66946% [42%-50%]+44.9%Longs only
Recent (7d)1/128% [1%-35%]-39.0%Longs only
OOS Sharpe0.11 (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.