The Silk Risk Dashboard

2026-10-01 04:32 · v1.0
MEDIUM CONFIDENCE
Financial → Interest Rates 2.7σ alert p=47%Interest RatesFinancial XLF 2.7σ alert p=62%CommodityCurrencyCryptoRatesFinancialCommodityFXCrypto
  • Interest Rates↗Long-term yields are expected to grind modestly higher over the next 20 sessions as higher-for-longer regime holds.
  • Financial↗Equities are likely to churn modestly higher with AI leadership intact despite pressure on small caps and financials.
  • Commodity→Commodities are expected to remain range-bound with sticky energy prices but no broad breakout.
  • Currency→The dollar is likely to stabilize near current levels without material further gains over 20 sessions.
  • Crypto↗20d corr +0.35 — The current LONG block is expected to persist at least until the next boundary as correlation sign stays positive.
Cascade threads (interpretive aid)
  • Financial signal 2.7σ alert p=62% · DS 84% CT 56%
  • Financial → Interest Rates chord 2.7σ alert p=47% · DS 84% 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

0.38 stable

Proxy conflicts in the Middle East and Eastern Europe show persistent friction but muted transmission to commodities and risk assets amid active diplomacy and pre-pricing; Indo-Pacific tensions remain monitored with limited immediate market coupling. De-escalation pathways via backchannel talks and economic self-interest lower overall convexity in the 7-30 day window.

Middle East medium

Iran-backed proxies intensify strikes on Gulf shipping and energy sites

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

Russia-Ukraine winter energy leverage escalates with pipeline threats

natgasoil
NG=F, CL=F
horizon: 21d
Indo-Pacific medium

China-Taiwan military drills expand with live-fire exercises

fxrisk_assets
USDJPY=X, GLD
horizon: 14d
Top tail risk medium high

Rapid NATO-Russia escalation triggered by Ukrainian infrastructure strike

Invalidate if: Advance in ceasefire negotiations or energy futures failing to sustain breakout above multi-month highs

Hotspot calibration: 316/424 hits (75%), Brier 0.232 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-10-01

Finance View — Three Sheets

Neutral — leaning risk-off
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: -2.86%; CADUSD=X: -2.50%; NZDUSD=X: -4.89%; BRLUSD=X: -0.20%
Income 0 neutral
2/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-3 QQQ/SPY ratio (growth bid) +1.00
QQQ/SPY: z21=+1.52
Balance Sheet −1 risk-off
3/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -1.00
credit_hy: latest=3.08, z=+2.81
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 2026-10-01

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 -2.06 | 3m -6.55 | 12m n/a
Rolling Volatility
1m 14.5% | 3m 18.3% | 12m n/a
Drawdown
Current -38.7% | Max -42.0%
ENB
8.21 (assets: 40)
Regime Probability
Low-Vol 43% | High-Vol 7% | 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 -2.06 | 3m -6.55 | 12m 1.45
Rolling Volatility
1m 14.5% | 3m 18.3% | 12m 42.4%
Drawdown
Current -38.7% | 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

WindowWins/TotalRateReturnStats Coverage
Backtest (522d)416/95743% [40%-47%]+328.5%Longs only
Out of Sample (226d)157/35944% [39%-49%]+49.0%Longs only
Recent (7d)5/1050% [24%-76%]+0.7%Longs only
OOS Sharpe0.44 (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
Out of Sample (25d)1/1100% [21%-100%]+5.7%Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2732/598546% [44%-47%]+214.2%Longs only
Out of Sample (226d)233/50246% [42%-51%]+36.8%Longs only
Recent (7d)5/1050% [24%-76%]+0.7%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.