The Silk Risk Dashboard

2026-09-15 04:32 · v1.0
MEDIUM CONFIDENCE
Interest Rates ^VIX 2.0σ watchFinancial IWM 2.1σ alert p=60%Commodity CORN 2.5σ alert p=62%CurrencyCryptoCommodity → Interest Rates 2.5σ alert p=48%Interest Rates ^VIX 2.0σ watchFinancial IWM 2.1σ alert p=60%Commodity CORN 2.5σ alert p=62%CurrencyCryptoRatesFinCmdFXCry
  • Interest Rates↗Yields are likely to drift modestly higher over 20 sessions as rate-vol stays elevated and the OLS prior points up +3.0%.
  • Financial↗OLSExpect choppy, downward-biased equities as thinning breadth and real-yield pressure weigh, though mega-cap resilience limits the drawdown.
  • Commodity→Grain and energy momentum is likely to partially mean-revert within the 4-day window (77% [n=1686]) but the broad PDBC prior remains up over 20 sessions.
  • Currency→The dollar is likely to hold firm-to-slightly-softer over 20 sessions with the OLS UUP prior weakly down; treat as near-flat.
  • Crypto↗The mechanical LONG block is expected to persist as correlation stays positive; unless a boundary falls inside 20 sessions the sign would need to turn negative to flip FLAT.
Cascade threads (interpretive aid)
  • Commodity spoke 2.5σ alert p=62% · DS 81% CT 56%
  • Financial spoke 2.1σ alert p=60% · DS 72% CT 56%
  • Interest Rates spoke 2.0σ watch · DS 70% CT 53%
  • Commodity → Interest Rates chord 2.5σ alert p=48% · DS 81% CT 56%

Signals

0 Critical
2 Alert
5 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
CORN * equity $20.02 $20.02 +2.53σ 252d alert LONG
IWM equity $302.46 $287.91 -2.08σ 60d alert SHORT
^VIX * equity $17.10 $17.10 +1.99σ 30d watch LONG
MSFT equity $508.87 $505.41 +1.76σ 252d watch LONG
XOP * equity $193.47 $193.47 +1.69σ 252d watch LONG
XLE equity $61.90 $64.53 +1.63σ 252d watch LONG
XLF * equity $57.03 $57.03 -1.54σ 30d watch SHORT
FXY equity $58.89 $59.27 — — held HELD
GLD commodity $412.30 $392.71 — — held HELD
QQQ equity $717.39 $708.00 — — held HELD
AVAX-USD crypto $9.90 $7.48 — — held HELD
ADA-USD crypto $0.27 $0.20 — — held HELD

Risk

Core
$699 · 4d
exposure $39,210 · 5 positions · σ 8.6% annual (21d realized)
P&L +$600.62
Commodities
$119 · 4d
exposure $3,333 · 1 position · σ 17.3% annual (21d realized)
P&L -$158.31
Crypto
$1 · 20d
exposure $10 · 2 positions · σ 27.5% annual (21d realized)
P&L -$2.43

Geopolitical Risk

0.45 stable

Diplomatic signaling in Ukraine and restrained proxy responses in the Middle East limit near-term transmission to energy and funding channels, though Indo-Pacific patrols sustain FX and risk-premia sensitivity; second-order cascades remain contained absent orthogonal market confirmation.

Middle East medium

Israel-Hezbollah ceasefire holding amid sporadic proxy incidents

oilrisk_assets
CL=F, GLD
horizon: 21d
Eastern Europe high

Russia-Ukraine ceasefire talks showing incremental progress

natgasfx
NG=F, EURUSD=X
horizon: 30d
South China Sea medium

Chinese naval patrols near Philippines and Taiwan

fxrisk_assets
USDJPY=X, SPY
horizon: 14d
Top tail risk low severe

Unexpected strike on Gulf energy infrastructure

Invalidate if: Continued adherence to informal red lines, verified de-escalation signals via backchannels, or mutual restraint by regional actors

Hotspot calibration: 278/377 hits (74%), Brier 0.235 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-09-15

Finance View — Three Sheets

Neutral — leaning risk-off
Cash Flow 0 neutral
1/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-2 JPY carry direction -0.70
USDJPY=X: z21=-1.05
Income 0 neutral
2/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-2 IWM/SPY ratio (small-cap appetite) -1.00
IWM/SPY: z21=-1.55
Balance Sheet −1 risk-off
3/5 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=2.60, z=+2.74
Drift sizing tilt (equity + crypto only; commodity unaffected) 1× No drift tilt — (CF+0, BS-1) — 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 2026-09-15

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 -2.31 | 3m -5.74 | 12m n/a
Rolling Volatility
1m 17.5% | 3m 24.5% | 12m n/a
Drawdown
Current -41.5% | Max -42.0%
ENB
5.59 (assets: 36)
Regime Probability
Low-Vol 42% | High-Vol 8% | 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 -2.31 | 3m -5.74 | 12m 1.27
Rolling Volatility
1m 17.5% | 3m 24.5% | 12m 43.0%
Drawdown
Current -41.5% | 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

WindowWins/TotalRateReturnStats Coverage
Backtest (1042d)574/129244% [42%-47%]+359.7%Longs only
Out of Sample (217d)147/33943% [38%-49%]+59.3%Longs only
Recent (7d)3/933% [12%-65%]-5.6%Longs only
OOS Sharpe0.49 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (223d)75/14253% [45%-61%]+6.2%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)42/6961% [49%-72%]+821.2%Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2890/632046% [45%-47%]+226.7%Longs only
Out of Sample (223d)222/48146% [42%-51%]+43.6%Longs only
Recent (7d)3/933% [12%-65%]-5.6%Longs only
OOS Sharpe0.49 (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.