The Silk Risk Dashboard

2026-08-13 04:36 · v1.0
MEDIUM CONFIDENCE

Market Panels — 2-day forecast

Interest Rates↗55%
TNX +1.88σ and TLT -2.27σ with normal curve and stable geo sets firm rates backdrop
2-day forecastYields likely to remain firm or edge higher over next 2 sessions if commodities hold current levels and no soft CPI surprise emerges as trigger.
Watch
  • 10Y yield holds above 4.60
  • MOVE index stays below 75
  • No dovish FOMC leaks
25% [n=60] Brier 0.323
Financial↗58%
NVDA at +2.05σ and IWM +1.89σ with 7-day BULLISH_BIAS streak sets AI/small-cap leadership continuation
2-day forecastEquities likely to extend selective gains over next 2 sessions if VIX remains below 15 and breadth does not flip negative.
Watch
  • VIX <15.0
  • NVDA holds 220
  • Russell2000 momentum >0
28% [n=60] Brier 0.296
Commodity↗57%
Gold/uranium basket at multi-week highs with broad index +6.3%30d reflects reflation signal in low geo-risk regime
2-day forecastCommodity firmness expected to persist over next 2 sessions if crude holds above 80 and no supply disruption news hits tape.
Watch
  • Gold above 4420
  • Crude above 80.50
  • Copper holds 6.50
37% [n=60] Brier 0.290
Currency→62%
EURUSD stable near 1.15 with mixed USD and low EM stress in firm-rates environment
2-day forecastCurrencies likely to trade mixed with limited range over next 2 sessions if rate differentials do not widen and risk-on holds.
Watch
  • EURUSD between 1.14-1.16
  • USDJPY below 160
  • No BOJ intervention signals
23% [n=60] Brier 0.317
Crypto→53%
BTC -2.6%30d lagging AI equities with low vol and neutral funding in selective regime
2-day forecastCrypto expected to stabilize in tight range over next 2 sessions if equity leadership continues and ETF flows do not turn negative.
Watch
  • BTC holds above 62500
  • VIX remains <15
  • Dominance index stable
27% [n=60] Brier 0.260

Market Situation

Interest Rates↗
TNX +1.88σ and TLT -2.27σ with normal curve and stable geo sets firm rates backdrop
Financial↗
NVDA at +2.05σ and IWM +1.89σ with 7-day BULLISH_BIAS streak sets AI/small-cap leadership continuation
Commodity↗
Gold/uranium basket at multi-week highs with broad index +6.3%30d reflects reflation signal in low geo-risk regime
Currency→
EURUSD stable near 1.15 with mixed USD and low EM stress in firm-rates environment
Crypto→
BTC -2.6%30d lagging AI equities with low vol and neutral funding in selective regime

Signals

0 Critical
2 Alert
4 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
TLT equity $82.11 $82.11 -2.27σ 252d alert SHORT
NVDA * equity $224.09 $224.09 +2.05σ 252d alert LONG
MSFT equity $500.28 $492.43 +1.97σ 60d watch LONG
IWM * equity $302.71 $302.71 +1.89σ 30d watch LONG
^TNX equity $4.68 $4.68 +1.88σ 252d watch LONG
^VIX * equity $14.55 $14.55 -1.57σ 60d watch SHORT
AVAX-USD crypto $9.90 $6.49 — — held HELD
ADA-USD crypto $0.27 $0.18 — — held HELD

Risk

Core
$364 · 4d
exposure $12,827 · 1 position · σ 13.7% annual (21d realized)
P&L -$163.77
Commodities
n/a
no open positions
Crypto
$0 · 4d
exposure $10 · 2 positions · σ 18.8% annual (21d realized)
P&L -$3.42

Geopolitical Risk

0.38 stable

Middle East and Eastern European flashpoints exhibit elevated rhetoric but weak transmission to core channels due to ample inventories, backchannel signaling, and absent physical disruptions; second-order FX and rates effects remain contained within 7-30 days pending orthogonal tape confirmation.

Middle East medium

Iran-Israel shadow conflict with proxy strikes near Gulf shipping but no direct facility hits

oilrisk_assets
CL=F, GLD
horizon: 18d
Eastern Europe medium

Russia-Ukraine front-line stalemate with winter natgas supply negotiation posturing

natgasrates
NG=F, EURUSD=X
horizon: 25d
Indo-Pacific low

Chinese naval patrols and drills near Taiwan amid US arms transit

fxrisk_assets
USDJPY=X, SPX
horizon: 12d
Top tail risk low severe

Direct Israeli strike on Iranian nuclear sites triggering Strait of Hormuz retaliation

Invalidate if: Successful US-China mediated de-escalation talks resume or oil futures curve remains in contango without spot spike

Hotspot calibration: 191/260 hits (73%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-08-13

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
1/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-1 USD direction (DXY proxy) +0.87
EURUSD=X: z=+0.99; USDJPY=X: z=-0.64; CNY=X: z=-2.28
Income 0 neutral
1/5 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=XLE (cyclical-led); XLE:+7.2%, XLV:+6.4%, XLF:+3.1%, XLK:+2.9%, XLP:+2.0%, XLU:-4.0%
Balance Sheet 0 neutral
0/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-3 Real yields z-score -0.50
real_yield_10y: latest=2.43, z=+0.75
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 2026-08-13

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 -12.26 | 3m -0.66 | 12m n/a
Rolling Volatility
1m 17.2% | 3m 30.3% | 12m n/a
Drawdown
Current -23.6% | Max -23.6%
ENB
4.10 (assets: 30)
Regime Probability
Low-Vol 41% | High-Vol 9% | 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 -12.26 | 3m -0.66 | 12m 2.34
Rolling Volatility
1m 17.2% | 3m 30.3% | 12m 35.6%
Drawdown
Current -23.6% | Max -88.4%
ENB
4.10 (assets: 45)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 (184d)126/28145% [39%-51%]+82.3%Longs only
Recent (7d)2/450% [15%-85%]-0.5%Longs only
OOS Sharpe0.62 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (190d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Out of Sample (1445d)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 (1445d)317/68746% [42%-50%]+39.7%Longs only
Recent (7d)2/450% [15%-85%]-0.5%Longs only
OOS Sharpe0.08 (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.