The Silk Risk Dashboard
2026-10-04 04:35 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Yields are expected to continue higher over the next 20 sessions as tightening expectations and OLS projection persist.
- Financial↗Equity indices are likely to advance with narrow leadership concentrated in AI and quality growth over the next 20 sessions.
- Commodity→Commodities are expected to stabilize with selective mean reversion in underperformers and limited upside from geo channels.
- Currency↗The USD is likely to strengthen modestly over the next 20 sessions supported by higher real yields.
- Crypto↗20d corr +0.00 — The current LONG block is expected to persist until the next boundary without a negative correlation flip.
Cascade threads (interpretive aid)
- Interest Rates signal 2.9σ alert p=58% · DS 85% CT 56%
- Financial signal 2.4σ alert p=68% · DS 78% 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
0.45 stable
Middle East proxy tensions and Ukraine winter dynamics show contained transmission to energy channels while Indo-Pacific frictions pressure select FX pairs; independent tape confirmation remains weak with clear de-escalation equilibria available to rational actors.
Middle East medium
Iran-backed proxy clashes with Israel/Hezbollah along northern border
oilrisk_assets
CL=F, GC=F
horizon: 12d
Eastern Europe high
Russia-Ukraine stalemate with targeted energy infrastructure strikes
natgasfx
NG=F, EURUSD=X
horizon: 25d
Indo-Pacific low
Chinese naval patrols and Taiwan-adjacent air incursions
fxrisk_assets
USDJPY=X, ES=F
horizon: 30d
Top tail risk low severe
Direct kinetic exchange between Iran and Israel closing Strait of Hormuz
Invalidate if: US-China coordinated diplomatic pressure produces rapid ceasefire framework
Hotspot calibration: 320/429 hits (75%), Brier 0.231 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Risk-off (moderate)
Cash Flow −1 risk-off
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -1.00
AUDUSD=X: -3.39%; CADUSD=X: -3.21%; NZDUSD=X: -4.46%; BRLUSD=X: -2.32%
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=3.24, z=+2.55
Drift sizing tilt (equity + crypto only; commodity unaffected) 2× Capitulation bounce — (CF−1, BS−1): h=20d GROSS +2.83% excess vs drift, t=+5.43
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 -2.77 | 3m -5.44 | 12m n/a
Rolling Volatility
1m 17.7% | 3m 23.1% | 12m n/a
Drawdown
Current -42.0% | Max -42.0%
ENB
4.93 (assets: 36)
Regime Probability
Low-Vol 42% | High-Vol 8% | 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 -2.77 | 3m -5.44 | 12m 1.23
Rolling Volatility
1m 17.7% | 3m 23.1% | 12m 43.0%
Drawdown
Current -42.0% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 42% | High-Vol 8% | 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 (218d) | 147/342 | 43% [38%-48%] | +54.4% | Longs only |
| OOS Sharpe | 0.46 (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 (28d) | 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 (223d) | 223/485 | 46% [42%-50%] | +40.2% | Longs only |
| OOS Sharpe | 0.46 (annualized, trade-level) | Longs only | ||