The Silk Risk Dashboard
2026-08-06 04:36 · v1.0
MEDIUM CONFIDENCE
Market Panels — 2-day forecast
Interest Rates↗56%
TNX at +1.68σ WATCH in normal curve with geo risk 0.42 and no FOMC this week setting up for modest continuation
2-day forecastYields are likely to edge higher over the next 2 sessions if TNX holds above 4.55 with momentum continuation at WATCH levels (base rate 0.58 [n=128]), though stable regime caps upside.
Watch
- 10Y yield breaks above 4.65
- 2s/10s spread widens >5bp
- MOVE index rises >72
Financial↘68%
NVDA at +2.30σ ALERT UP and bullish direction ratio 0.75 but with tech concentration setting up mean-reversion after extended rally
2-day forecastEquity indices are likely to pull back over the next 2 sessions if NVDA fails to hold 215, with mean reversion within 4 days at 77% base rate for 2σ+ signals [n=1686] outweighing bullish breadth.
Watch
- NVDA closes below 215
- VIX rises above 16.5
- breadth momentum turns below 0
Commodity↗59%
Broad commodities -3.0% over 5d with crude weakness and gold ↗ from contained Middle East signaling but stable GMT regime
2-day forecastCommodity complex is likely to rebound over the next 2 sessions if crude holds above 74.5, anchored to 60% prior on broad commodities after 5d decline with de-escalation path overweighted per LJ3.
Watch
- crude oil above 76.5
- gold holds above 4300
- DXY fails to break higher
Currency↘71%
EURUSD at +2.16σ ALERT UP near 1.15 with USDJPY -1.5% 5d amid central bank divergence and stable geo risk
2-day forecastEURUSD is likely to revert lower over the next 2 sessions if it fails to break 1.155, with 77% mean-reversion rate for 2σ+ signals [n=1686] and orthogonal tape showing no sustained cascade.
Watch
- EURUSD below 1.145
- USDJPY above 158.5
- 10Y real yield rises >5bp
Crypto↗54%
BTC at low volatility +2.1% 5d tracking financials with minimal geo transmission in stable regime
2-day forecastCrypto is likely to consolidate with mild upside over the next 2 sessions if BTC holds above 64000 and ETF flows remain positive, at 0.56 long-signal accuracy [n=2712] but skewed by equity reversion risk.
Watch
- BTC above 65500
- funding rate stays positive
- ETH/BTC ratio stable
Market Situation
Interest Rates↗
TNX at +1.68σ WATCH in normal curve with geo risk 0.42 and no FOMC this week setting up for modest continuation
Financial↘
NVDA at +2.30σ ALERT UP and bullish direction ratio 0.75 but with tech concentration setting up mean-reversion after extended rally
Commodity↗
Broad commodities -3.0% over 5d with crude weakness and gold ↗ from contained Middle East signaling but stable GMT regime
Currency↘
EURUSD at +2.16σ ALERT UP near 1.15 with USDJPY -1.5% 5d amid central bank divergence and stable geo risk
Crypto↗
BTC at low volatility +2.1% 5d tracking financials with minimal geo transmission in stable regime
Signals
0
Critical
2
Alert
3
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| NVDA | equity | $219.22 | $219.22 | +2.30σ | 30d | alert | LONG |
| EURUSD=X | equity | $1.15 | $1.15 | +2.16σ | 30d | alert | LONG |
| TLT * | equity | $83.00 | $83.00 | -1.76σ | 252d | watch | SHORT |
| IWM | equity | $299.77 | $299.77 | +1.68σ | 252d | watch | LONG |
| ^TNX | equity | $4.62 | $4.62 | +1.68σ | 252d | watch | LONG |
| AVAX-USD | crypto | $9.90 | $6.44 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.19 | — | — | held | HELD |
Risk
Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
$0 · 4d
exposure $10 · 2 positions · σ 20.7% annual (21d realized)
P&L -$3.47
Geopolitical Risk
0.42 stable
Tensions persist in the Middle East and Eastern Europe with limited Indo-Pacific friction, but transmission remains narrow to energy commodities; independent market signals show no sustained cascade into broad risk assets or rates, with actor reflexivity favoring contained signaling over escalation.
Middle East medium
Iran-Israel shadow war intensification with proxy militia attacks
oilrisk_assets
CL=F, GLD, USDJPY=X
horizon: 21d
Eastern Europe high
Russian strikes on Ukrainian energy grid ahead of winter
natgasfx
NG=F, EURUSD=X
horizon: 14d
Indo-Pacific low
Heightened naval tensions in South China Sea involving US and China
risk_assetsfxrates
USDJPY=X, SPX, TLT
horizon: 30d
Top tail risk medium high
Major cyber attack on global energy infrastructure attributed to state actor
Invalidate if: Absence of incidents, continued normal physical flows, and diplomatic backchannels indicating mutual interest in avoiding economic self-harm
Hotspot calibration: 168/232 hits (72%), Brier 0.229 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Neutral
Cash Flow 0 neutral
CF-1 CF-2 CF-3 CF-4 CF-5
CF-1 USD direction (DXY proxy) +1.00
EURUSD=X: z=+1.81; USDJPY=X: z=-1.78; CNY=X: z=-1.50
Income 0 neutral
I-1 I-2 I-3 I-4 I-5
I-2 IWM/SPY ratio (small-cap appetite) -1.00
IWM/SPY: z21=-1.86
Balance Sheet 0 neutral
B-1 B-2 B-3 B-4 B-5 B-6
B-4 Fed balance sheet 4w Δ +0.41
WALCL: 4w Δ +0.203%
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. Sleeve Ledger — Money Management
MM Policy v1.1 effective 2026-06-10
Account paper
NAV$100,000
Deployable$60,000(reserve 40%)
Drawdown+0.00%
As of2026-05-21
| Sleeve | Target | Buffer | Admission 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 -6.66 | 3m -0.59 | 12m n/a
Rolling Volatility
1m 25.3% | 3m 30.4% | 12m n/a
Drawdown
Current -22.6% | Max -22.9%
ENB
3.96 (assets: 30)
Regime Probability
Low-Vol 30% | High-Vol 20% | 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 -6.66 | 3m -0.59 | 12m 2.33
Rolling Volatility
1m 25.3% | 3m 30.4% | 12m 38.1%
Drawdown
Current -22.6% | Max -88.4%
ENB
3.96 (assets: 45)
Regime Probability
Low-Vol 38% | High-Vol 12% | Trend 48% | Mean-Rev 2%
Current: trend (48%)
Performance Scorecard
Core Forecast
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (1042d) | 574/1292 | 44% [42%-47%] | +359.7% | Longs only |
| Out of Sample (177d) | 120/270 | 44% [39%-50%] | +87.9% | Longs only |
| Recent (7d) | 1/4 | 25% [5%-70%] | -13.2% | Longs only |
| OOS Sharpe | 0.65 (annualized, trade-level) | Longs only | ||
Commodity OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 2274/4959 | 46% [44%-47%] | +183.7% | Longs only |
| Out of Sample (183d) | 75/142 | 53% [45%-61%] | +6.2% | Longs only |
| OOS Sharpe | 0.51 (annualized, trade-level) | Longs only | ||
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Out of Sample (1438d) | 116/264 | 44% [38%-50%] | +12.4% | Longs only |
| OOS Sharpe | -0.72 (annualized, trade-level) | Longs only | ||
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2089d) | 2848/6251 | 46% [44%-47%] | +220.1% | Longs only |
| Out of Sample (1438d) | 311/676 | 46% [42%-50%] | +41.2% | Longs only |
| Recent (7d) | 1/4 | 25% [5%-70%] | -13.2% | Longs only |
| OOS Sharpe | 0.09 (annualized, trade-level) | Longs only | ||