The Silk Risk Dashboard
2026-10-02 04:33 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Higher yields are expected to persist over the next 20 sessions supported by sticky rate expectations and late-cycle nominal growth.
- Financial↗Mean reversion in financials and small caps is likely to support selective equity resilience while broad indices churn with narrow leadership.
- Commodity→Commodity prices are expected to hold sticky energy levels from selective geopolitical support while broader pressures limit upside.
- Currency↗USD strength is expected to continue modestly over the next 20 sessions on yield support and contained risk-off flows.
- Crypto↗20d corr +0.30 — The LONG block is expected to persist until the next boundary as the positive correlation sign shows no sign of flipping.
Cascade threads (interpretive aid)
- Financial signal 2.5σ alert p=62% · DS 81% CT 56%
- Financial → Commodity chord 2.5σ alert p=48% · DS 81% 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
0.48 stable
Middle East proxy actions and Eastern European energy posturing maintain selective support for oil and natgas but exhibit low transmission coefficients to global rates and broad risk assets; independent market modalities show muted cascades with active de-escalation equilibria visible via backchannels.
Middle East medium
Iranian proxy strikes on Red Sea shipping and Israeli infrastructure
oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high
Stalled Ukraine ceasefire with approaching winter energy leverage
natgasfx
NG=F, EURUSD=X
horizon: 21d
East Asia low
Elevated Chinese patrols near Taiwan amid semiconductor sanctions
fxrisk_assets
USDJPY=X
horizon: 30d
Top tail risk low severe
Direct kinetic exchange between Iran and Israel closing Strait of Hormuz
Invalidate if: Observable restraint in proxy attacks combined with successful third-party mediation reopening diplomatic channels
Hotspot calibration: 317/426 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: -3.10%; CADUSD=X: -2.81%; NZDUSD=X: -4.06%; BRLUSD=X: -2.50%
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=3.12, z=+2.47
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 -0.21 | 3m -5.84 | 12m n/a
Rolling Volatility
1m 14.8% | 3m 18.4% | 12m n/a
Drawdown
Current -37.9% | Max -42.0%
ENB
8.58 (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 -0.21 | 3m -5.84 | 12m 1.47
Rolling Volatility
1m 14.8% | 3m 18.4% | 12m 42.4%
Drawdown
Current -37.9% | 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 (227d) | 158/360 | 44% [39%-49%] | +52.2% | Longs only |
| Recent (7d) | 8/11 | 73% [43%-90%] | +0.1% | Longs only |
| OOS Sharpe | 0.45 (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 (26d) | 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 (227d) | 234/503 | 47% [42%-51%] | +39.1% | Longs only |
| Recent (7d) | 8/11 | 73% [43%-90%] | +0.1% | Longs only |
| OOS Sharpe | 0.45 (annualized, trade-level) | Longs only | ||