The Silk Risk Dashboard
2026-09-01 04:36 · v1.0
MEDIUM CONFIDENCE
Market Panels — 2-day forecast
Interest Rates↗54%
Normal yield curve with tightening priced in (+59bp 2y-FF spread) and low geo risk score of 0.42.
2-day forecastYields are likely to edge higher over next 2 sessions if consumer sentiment prints above 55.5, with 10y breaking 4.80% confirming further tightening bias.
Watch
- 10y yield >4.80%
- consumer_sentiment >55.5
- MOVE index holds above 75
Financial↗58%
Multiple WATCH sigma breakouts (SPY +1.52σ, NVDA +1.56σ, XLE +1.81σ) inside 7-day BULLISH_BIAS streak.
2-day forecastEquities are expected to continue the extended rally over next 2 sessions if dispersion stays below 0.60 and VIX does not break above 17, targeting SPY above 770.
Watch
- SPY >770
- VIX <17
- breadth_momentum >-6
Commodity↘76%
CRITICAL +3.31σ breakout in corn and ALERT +2.90σ in wheat after strong 30d gains in ags.
2-day forecastAgricultural prices are likely to mean-revert lower over the next 2 sessions absent fresh supply shocks, with corn retreating below 520 if no escalation news.
Watch
- corn <520
- wheat <760
- crude_oil holds below 89
Currency→53%
Stable major crosses with USD supported by tightening expectations and geo_risk_score remaining at 0.42.
2-day forecastFX is expected to trade in narrow ranges over next 2 sessions unless geo risk shifts above 0.50, with USDJPY holding near 160 on stable rate differentials.
Watch
- USDJPY >160.5
- EURUSD <1.155
- geo_risk_score >0.50
Crypto↗65%
BTC in LONG block (since prior boundary) with positive +0.674 20d USDC-volume correlation.
2-day forecastThe mechanical LONG state is expected to persist over the next 2 sessions with no block boundary, as long as correlation remains positive above 0.0.
Watch
- BTC correlation >0.0
- 20d corr holds >0.5
- no block boundary triggered
Market Situation
Interest Rates↗
Normal yield curve with tightening priced in (+59bp 2y-FF spread) and low geo risk score of 0.42.
Financial↗
Multiple WATCH sigma breakouts (SPY +1.52σ, NVDA +1.56σ, XLE +1.81σ) inside 7-day BULLISH_BIAS streak.
Commodity↘
CRITICAL +3.31σ breakout in corn and ALERT +2.90σ in wheat after strong 30d gains in ags.
Currency→
Stable major crosses with USD supported by tightening expectations and geo_risk_score remaining at 0.42.
Crypto↗
BTC in LONG block (since prior boundary) with positive +0.674 20d USDC-volume correlation.
Signals
1
Critical
1
Alert
4
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| CORN * | equity | $20.06 | $20.06 | +3.31σ | 252d | critical | SHORT |
| WEAT | equity | $27.81 | $27.81 | +2.90σ | 252d | alert | LONG |
| MSFT | equity | $508.91 | $507.29 | +1.87σ | 252d | watch | LONG |
| XLE * | equity | $61.90 | $63.96 | +1.81σ | 60d | watch | LONG |
| NVDA * | equity | $220.78 | $220.78 | +1.56σ | 252d | watch | LONG |
| SPY | equity | $767.05 | $767.05 | +1.52σ | 252d | watch | LONG |
| IWM | equity | $302.46 | $292.53 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $7.28 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.20 | — | — | held | HELD |
Risk
Core
$776 · 4d
exposure $36,495 · 3 positions · σ 10.3% annual (21d realized)
P&L +$260.20
Commodities
n/a
no open positions
Crypto
$1 · 4d
exposure $10 · 2 positions · σ 40.8% annual (21d realized)
P&L -$2.63
Geopolitical Risk
0.42 stable
Middle East proxy clashes and Ukraine attrition show contained transmission to oil and natgas with stable futures curves; East Asia naval posturing adds FX volatility but lacks orthogonal confirmation in risk gauges. Diplomatic backchannels and seasonal demand lulls provide clear de-escalation paths that markets are overweighting versus headline risk.
Middle East medium
Iran-backed proxy strikes on Israeli targets amid stalled nuclear talks
oilrisk_assets
CL=F, GLD, SPY
horizon: 14d
Eastern Europe medium
Russia-Ukraine attritional stalemate with winter energy posturing
natgasfx
NG=F, EURUSD=X
horizon: 21d
East Asia low
Chinese naval drills near Taiwan and Philippines EEZ incursions
fxrisk_assets
USDJPY=X, NQ=F
horizon: 30d
Top tail risk low severe
Direct Iran-Israel kinetic exchange closing Strait of Hormuz for >5 days
Invalidate if: US-Iran backchannel talks resume with verifiable sanctions relief signals, triggering immediate oil curve flattening and risk-asset rebound
Hotspot calibration: 235/327 hits (72%), Brier 0.235 — 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-2 JPY carry direction +1.00
USDJPY=X: z21=+1.51
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=-2.72
Balance Sheet 0 neutral
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score +1.00
credit_hy: latest=2.60, z=-2.18
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 -3.94 | 3m -5.24 | 12m n/a
Rolling Volatility
1m 17.6% | 3m 26.7% | 12m n/a
Drawdown
Current -36.4% | Max -39.5%
ENB
5.32 (assets: 31)
Regime Probability
Low-Vol 43% | High-Vol 7% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
Commodities
Rolling Sharpe
1m -2.71 | 3m -0.96 | 12m 3.94
Rolling Volatility
1m 38.0% | 3m 60.7% | 12m 62.9%
Drawdown
Current -39.0% | Max -88.7%
ENB
2.89 (assets: 13)
Regime Probability
Low-Vol 34% | High-Vol 16% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
Crypto
No backtest summary available.
Combined
Rolling Sharpe
1m -3.94 | 3m -5.24 | 12m 2.06
Rolling Volatility
1m 17.6% | 3m 26.7% | 12m 45.4%
Drawdown
Current -36.4% | Max -88.7%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 43% | High-Vol 7% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
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 (200d) | 134/308 | 44% [38%-49%] | +70.0% | Longs only |
| Recent (7d) | 4/5 | 80% [38%-96%] | +5.8% | Longs only |
| OOS Sharpe | 0.55 (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 (209d) | 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 |
|---|---|---|---|---|
| Backtest (2396d) | 42/69 | 61% [49%-72%] | +821.2% | Longs only |
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2396d) | 2890/6320 | 46% [45%-47%] | +226.7% | Longs only |
| Out of Sample (209d) | 209/450 | 46% [42%-51%] | +49.9% | Longs only |
| Recent (7d) | 4/5 | 80% [38%-96%] | +5.8% | Longs only |
| OOS Sharpe | 0.53 (annualized, trade-level) | Longs only | ||