The Silk Risk Dashboard

2026-09-24 04:33 · v1.0
MEDIUM CONFIDENCE
Financial → Interest Rates 2.5σ alert p=47%Financial → Crypto 2.5σ alert p=49%Interest RatesFinancial XLF 2.5σ alert p=74%CommodityCurrencyCryptoRatesFinancialCommodityFXCrypto
  • Interest Rates↗Yields are likely to grind modestly higher over the next 20 sessions consistent with OLS prior and persistent tightening bias.
  • Financial↗Financials and small caps are expected to mean-revert higher over the next 20 sessions as extremes resolve.
  • Commodity↗Commodities are likely to consolidate with slight upward bias over the next 20 sessions led by energy and ag.
  • Currency↘USD strength is expected to pause and partially revert lower over the next 20 sessions on mean reversion.
  • Crypto↗The LONG block is expected to persist over the 20-session window unless correlation flips negative at next boundary.
Cascade threads (interpretive aid)
  • Financial signal 2.5σ alert p=74% · DS 81% CT 56%
  • Financial → Interest Rates chord 2.5σ alert p=47% · DS 81% CT 56%
  • Financial → Crypto chord 2.5σ alert p=49% · DS 81% CT 56%

Signals

0 Critical
4 Alert
4 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
UUP equity $28.65 $28.65 +2.85σ 30d alert LONG
XLF equity $54.54 $54.54 -2.53σ 30d alert SHORT
IWM equity $281.92 $281.92 -2.31σ 60d alert SHORT
UNG * equity $10.87 $10.87 +2.07σ 30d alert LONG
TSM equity $446.57 $446.57 +1.96σ 30d watch LONG
CORN equity $19.76 $19.76 +1.95σ 252d watch LONG
SMH equity $601.41 $601.41 +1.89σ 30d watch LONG
MSFT equity $500.59 $500.59 +1.60σ 252d watch LONG

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
n/a
no open positions

Geopolitical Risk

0.48 stable

Elevated state tensions in the Middle East and Eastern Europe transmit primarily through energy channels, yet orthogonal market data show contained cascades and active diplomatic tracks; risk sentiment remains resilient with de-escalation equilibria more probable than uncontrolled widening over the 7-30 day window.

Middle East medium

Iran proxy militia strikes on Gulf shipping lanes and Israeli retaliatory posture

oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high

Russian drone campaign targeting Ukrainian energy grid as winter nears

natgasfx
NG=F, EURUSD=X
horizon: 21d
Indo-Pacific low

China-Philippines South China Sea incidents and increased PLA activity near Taiwan

risk_assetsfx
USDJPY=X, SPX
horizon: 30d
Top tail risk medium high

Major cyber operation severs European natgas interconnectors during peak demand

Invalidate if: Russian economic data and EU storage levels indicate mutual preference for negotiated energy flows over escalation

Hotspot calibration: 298/405 hits (74%), Brier 0.234 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-09-24

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
1/3 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -1.00
AUDUSD=X: -1.88%; CADUSD=X: -1.96%; NZDUSD=X: -5.08%; BRLUSD=X: -0.38%
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=-2.00
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-5 MOVE index z-score -1.00
^MOVE: z21=+2.91
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 2026-09-24

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: fixed-notional (default) 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 -3.34 | 3m -4.91 | 12m n/a
Rolling Volatility
1m 17.0% | 3m 22.8% | 12m n/a
Drawdown
Current -41.6% | Max -42.0%
ENB
5.29 (assets: 36)
Regime Probability
Low-Vol 42% | High-Vol 8% | Trend 48% | Mean-Rev 2%
Current: trend (48%)

Commodities

Rolling Sharpe
1m -0.32 | 3m -0.46 | 12m 4.03
Rolling Volatility
1m 47.6% | 3m 62.8% | 12m 63.3%
Drawdown
Current -34.6% | Max -54.1%
ENB
2.84 (assets: 14)
Regime Probability
Low-Vol 30% | High-Vol 20% | Trend 49% | Mean-Rev 1%
Current: trend (49%)

Crypto

No backtest summary available.

Combined

Rolling Sharpe
1m -3.34 | 3m -4.91 | 12m 1.24
Rolling Volatility
1m 17.0% | 3m 22.8% | 12m 43.0%
Drawdown
Current -41.6% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 42% | High-Vol 8% | Trend 48% | Mean-Rev 2%
Current: trend (48%)

Performance Scorecard

Core Forecast

WindowWins/TotalRateReturnStats Coverage
Backtest (522d)416/95743% [40%-47%]+328.5%Longs only
Out of Sample (219d)149/34543% [38%-48%]+53.7%Longs only
Recent (7d)0/30% [0%-56%]-6.6%Longs only
OOS Sharpe0.46 (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

Crypto OOS

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

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2732/598546% [44%-47%]+214.2%Longs only
Out of Sample (223d)224/48746% [42%-50%]+39.8%Longs only
Recent (7d)0/30% [0%-56%]-6.6%Longs only
OOS Sharpe0.46 (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.