The Silk Risk Dashboard
2026-09-30 04:33 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Yields are expected to consolidate modestly higher over the next 20 sessions as late-cycle growth persists.
- Financial↗Financials and small caps are expected to mean-revert higher while AI leadership persists with weak breadth over the next 20 sessions.
- Commodity→Commodities are expected to stabilize with selective energy firmness but limited broad upside over the next 20 sessions.
- Currency↗The dollar is expected to hold mild gains over the next 20 sessions supported by yield differentials.
- Crypto↗20d corr +0.26 — The current LONG block is expected to persist until the next 20-day boundary as long as correlation stays positive.
Cascade threads (interpretive aid)
- Financial signal 2.4σ alert p=62% · DS 77% CT 56%
- Financial → Interest Rates chord 2.4σ alert p=45% · DS 77% CT 56%
Signals
0
Critical
0
Alert
0
Watch
Click row for details
| Asset | Class | Entry | Current | Z-Score | Window | Level | Trade |
|---|
Risk
Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
n/a
no open positions
Geopolitical Risk
0.42 stable
Middle East proxy frictions and Ukraine winter energy risks show moderate transmission to oil and natgas channels over 7-30 days, yet orthogonal market signals (flat vol term structures, stable freight rates) indicate limited cascade and active diplomatic tracks.
Middle East medium
Iran-backed militia strikes on Gulf shipping lanes and Israeli energy targets
oilrisk_assets
CL=F, GLD
horizon: 12d
Eastern Europe medium
Russian threats to disrupt remaining Ukraine transit pipelines ahead of winter
natgasrates
NG=F, EURUSD=X
horizon: 21d
East Asia low
Increased Chinese naval patrols and incidents near Taiwan and Philippines EEZ
fxrisk_assets
USDJPY=X, SPX
horizon: 30d
Top tail risk low severe
Direct kinetic exchange between Iran and Israel closing Strait of Hormuz for >7 days
Invalidate if: Visible US-China coordinated diplomacy or mutual public restraint statements trigger rapid de-escalation and tanker traffic normalization
Hotspot calibration: 313/421 hits (74%), Brier 0.231 — 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-3 Commodity-currency breadth -1.00
AUDUSD=X: -2.77%; CADUSD=X: -2.30%; NZDUSD=X: -4.60%; BRLUSD=X: -0.02%
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=-1.55
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=3.02, z=+3.18
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: 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 -3.25 | 3m -7.11 | 12m n/a
Rolling Volatility
1m 13.3% | 3m 17.8% | 12m n/a
Drawdown
Current -39.5% | Max -42.0%
ENB
7.59 (assets: 40)
Regime Probability
Low-Vol 44% | High-Vol 6% | Trend 49% | Mean-Rev 1%
Current: trend (49%)
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 -3.25 | 3m -7.11 | 12m 1.43
Rolling Volatility
1m 13.3% | 3m 17.8% | 12m 42.4%
Drawdown
Current -39.5% | Max -54.1%
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 (522d) | 416/957 | 43% [40%-47%] | +328.5% | Longs only |
| Out of Sample (225d) | 155/358 | 43% [38%-48%] | +48.2% | Longs only |
| Recent (7d) | 4/8 | 50% [22%-78%] | -2.7% | Longs only |
| OOS Sharpe | 0.44 (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 (223d) | 75/142 | 53% [45%-61%] | +6.2% | Longs only |
Crypto OOS
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2396d) | 42/69 | 61% [49%-72%] | +821.2% | Longs only |
| Out of Sample (24d) | 1/1 | 100% [21%-100%] | +5.7% | Longs only |
Combined
| Window | Wins/Total | Rate | Return | Stats Coverage |
|---|---|---|---|---|
| Backtest (2396d) | 2732/5985 | 46% [44%-47%] | +214.2% | Longs only |
| Out of Sample (225d) | 231/501 | 46% [42%-50%] | +36.2% | Longs only |
| Recent (7d) | 4/8 | 50% [22%-78%] | -2.7% | Longs only |
| OOS Sharpe | 0.44 (annualized, trade-level) | Longs only | ||