The Silk Risk Dashboard

2026-09-19 04:31 · v1.0
MEDIUM CONFIDENCE

Signals

0 Critical
2 Alert
3 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
XLF * equity $55.86 $55.86 -2.29σ 30d alert SHORT
IWM equity $302.46 $284.10 -2.20σ 60d alert SHORT
CORN * equity $19.70 $19.70 +1.97σ 252d watch LONG
TSM * equity $434.67 $434.67 +1.66σ 30d watch LONG
XLE equity $61.90 $64.31 +1.53σ 252d watch LONG
FXY equity $58.89 $58.48 — — held HELD
GLD commodity $412.30 $401.17 — — held HELD
MSFT equity $509.20 $493.78 — — held HELD
QQQ equity $717.39 $721.45 — — held HELD
AVAX-USD crypto $9.90 $9.26 — — held HELD
ADA-USD crypto $0.27 $0.23 — — held HELD

Risk

Core
$685 · 4d
exposure $35,140 · 5 positions · σ 9.4% annual (21d realized)
P&L +$432.94
Commodities
$130 · 4d
exposure $3,333 · 1 position · σ 18.8% annual (21d realized)
P&L -$89.95
Crypto
$2 · 20d
exposure $10 · 2 positions · σ 33.5% annual (21d realized)
P&L -$0.65

Geopolitical Risk

0.47 stable

Persistent state tensions in the Middle East and Eastern Europe show contained transmission to core markets via high inventories and diplomatic backchannels; oil and natgas curves remain largely stable with risk assets exhibiting only modest safe-haven bid.

Middle East medium

Iran-backed proxy strikes on Gulf shipping and Israeli retaliatory posture

oilrisk_assets
CL=F, BZ=F, GLD
horizon: 12d
Eastern Europe high

Russian threats to energy infrastructure and Ukrainian export routes ahead of winter

natgasoil
NG=F, TTF.1, CL=F
horizon: 21d
East Asia low

Chinese naval drills near Taiwan coinciding with US defense commitments

fxrisk_assets
USDJPY=X, TWD=X, SPX
horizon: 28d
Top tail risk low severe

Direct kinetic exchange between Iran and Israel closing Strait of Hormuz for 7+ days

Invalidate if: Renewed indirect US-Iran talks or observable de-escalation in naval posture and satellite-tracked tanker flows

Hotspot calibration: 287/391 hits (73%), Brier 0.234 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-09-19

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
1/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -0.58
AUDUSD=X: +0.03%; CADUSD=X: -1.47%; NZDUSD=X: -3.86%; BRLUSD=X: +0.67%
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=-1.82
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-3 Real yields z-score -0.94
real_yield_10y: latest=2.61, z=+1.41
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 2026-09-19

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 -10.36 | 3m -5.38 | 12m n/a
Rolling Volatility
1m 17.8% | 3m 23.6% | 12m n/a
Drawdown
Current -45.5% | Max -45.5%
ENB
5.29 (assets: 37)
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 -10.36 | 3m -5.38 | 12m 0.89
Rolling Volatility
1m 17.8% | 3m 23.6% | 12m 43.0%
Drawdown
Current -45.5% | 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 (221d)146/34243% [38%-48%]+43.1%Longs only
Recent (7d)1/520% [4%-62%]-15.4%Longs only
OOS Sharpe0.41 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (227d)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 (227d)221/48446% [41%-50%]+32.3%Longs only
Recent (7d)1/520% [4%-62%]-15.4%Longs only
OOS Sharpe0.44 (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.