The Silk Risk Dashboard
2026-09-17 04:33 · v1.0
WIDE CONFIDENCE
- Interest Rates↗Yields are likely to grind modestly higher over the next 20 sessions as rate expectations stay tight and real-yield pressure persists.
- Financial↗OLSExpect a mean-reversion bounce off the extremes near-term, but the forward 20-session path is likely to remain pressured as rate transmission and eroding breadth cap upside.
- Commodity→Agri strength is likely to partially mean-revert from +2.37σ over 20 sessions while broad commodities stay firm on the energy base.
- Currency→The dollar is likely to hold a mild firm bias over 20 sessions on rate-differential support, against the OLS UUP -0.6% weak-drift prior.
- Crypto↗OLSThe FLAT block is expected to persist until the next 20-session boundary; a flip to LONG requires the correlation to turn positive at that boundary.
Cascade threads (interpretive aid)
- Financial spoke 3.0σ critical p=72% · DS 85% CT 52%
- Commodity spoke 2.4σ alert p=52% · DS 77% CT 56%
- Interest Rates spoke 2.3σ alert · DS 75% CT 56%
- Financial → Interest Rates chord 2.5σ alert p=51% · DS 80% CT 56%
Signals
1
Critical
4
Alert
1
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|---|---|
| XLF | equity | $55.93 | $55.93 | -3.00σ | 30d | critical | LONG |
| IWM | equity | $302.46 | $283.92 | -2.50σ | 60d | alert | SHORT |
| CORN | equity | $19.97 | $19.97 | +2.37σ | 252d | alert | LONG |
| SPY | equity | $754.05 | $754.05 | -2.33σ | 30d | alert | SHORT |
| ^VIX | equity | $17.71 | $17.71 | +2.26σ | 30d | alert | LONG |
| XLE * | equity | $61.90 | $64.03 | +1.51σ | 252d | watch | LONG |
| FXY | equity | $58.89 | $58.86 | — | — | held | HELD |
| GLD | commodity | $412.30 | $396.60 | — | — | held | HELD |
| MSFT | equity | $508.83 | $494.60 | — | — | held | HELD |
| QQQ | equity | $717.39 | $712.61 | — | — | held | HELD |
| AVAX-USD | crypto | $9.90 | $7.54 | — | — | held | HELD |
| ADA-USD | crypto | $0.27 | $0.20 | — | — | held | HELD |
Risk
Core
$668 · 4d
exposure $37,174 · 5 positions · σ 8.7% annual (21d realized)
P&L +$375.17
Commodities
$128 · 4d
exposure $3,333 · 1 position · σ 18.5% annual (21d realized)
P&L -$126.90
Crypto
$1 · 20d
exposure $10 · 2 positions · σ 28.7% annual (21d realized)
P&L -$2.37
Geopolitical Risk
0.45 stable
Ongoing state tensions in the Middle East, Eastern Europe, and East Asia exhibit limited market transmission as futures curves and cross-asset correlations remain range-bound; de-escalation paths via diplomacy and mutual economic incentives dominate near-term probability cones.
Middle East medium
Iran-backed proxies intensify Red Sea and Gulf shipping harassment amid stalled nuclear talks
oilrisk_assets
CL=F, GC=F
horizon: 21d
Eastern Europe high
Russia signals winter energy leverage as Ukraine front remains frozen
natgasfx
NG=F, EURUSD=X
horizon: 14d
East Asia medium
Chinese military drills around Taiwan with increased air incursions
fxrisk_assets
USDJPY=X, ES=F
horizon: 30d
Top tail risk low severe
Direct kinetic strikes close Strait of Hormuz, spiking energy prices 30%+
Invalidate if: US-China facilitated diplomatic breakthrough or observable de-mobilization of proxy militias
Hotspot calibration: 283/387 hits (73%), Brier 0.234 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Neutral — leaning risk-off
Cash Flow 0 neutral
CF-1 CF-2 CF-3 CF-4 CF-5
CF-4 Stablecoin net mint (7d) -0.35
7d net (n=6): $-1.05B
Income 0 neutral
I-1 I-2 I-3 I-4 I-5
I-4 AI proxy breadth (above 50DMA) +1.00
4/5 above; NVDA:+ AMD:+ TSM:+ GOOGL:- MSFT:+
Balance Sheet −1 risk-off
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -1.00
credit_hy: latest=2.76, z=+1.78
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. 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 -3.91 | 3m -5.06 | 12m n/a
Rolling Volatility
1m 17.7% | 3m 22.9% | 12m n/a
Drawdown
Current -42.2% | Max -42.2%
ENB
5.19 (assets: 37)
Regime Probability
Low-Vol 42% | High-Vol 8% | Trend 48% | Mean-Rev 2%
Current: trend (48%)
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 -3.91 | 3m -5.06 | 12m 1.17
Rolling Volatility
1m 17.7% | 3m 22.9% | 12m 43.0%
Drawdown
Current -42.2% | Max -88.7%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 43% | High-Vol 7% | 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 (219d) | 147/341 | 43% [38%-48%] | +52.4% | Longs only |
| Recent (7d) | 3/6 | 50% [19%-81%] | +1.3% | Longs only |
| OOS Sharpe | 0.46 (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 (225d) | 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 (225d) | 222/483 | 46% [42%-50%] | +38.8% | Longs only |
| Recent (7d) | 3/6 | 50% [19%-81%] | +1.3% | Longs only |
| OOS Sharpe | 0.47 (annualized, trade-level) | Longs only | ||