The Silk Risk Dashboard
2026-10-07 04:34 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Yields are expected to remain elevated with mild upside bias over the next 20 sessions as tightening expectations hold.
- Financial↗Narrow leadership in AI and quality growth names is likely to continue while financials and small caps lag.
- Commodity→Commodities are expected to remain range-bound with limited upside as geo cascades stay contained.
- Currency↗The dollar is likely to see continued mild strength over the next 20 sessions supported by higher US real yields.
- Crypto↗20d corr +0.12 — The current LONG block is expected to persist until the next boundary as correlation remains positive.
Cascade threads (interpretive aid)
- Financial signal 2.7σ alert p=65% · DS 84% CT 56%
- Financial → Interest Rates chord 2.7σ alert p=51% · 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
0.47 stable
Middle East proxy clashes and Ukraine energy risks transmit primarily to oil and natgas with limited second-order FX and risk-asset spillovers; independent market confirmation remains weak and diplomatic signaling supports contained cascades over the 7-30 day window.
Middle East medium
Iranian proxy strikes on Gulf shipping and Israeli border infrastructure
oilrisk_assets
CL=F, GLD
horizon: 14d
Eastern Europe high
Russian threats to disrupt Ukrainian energy grid ahead of winter
natgasfx
NG=F, EURUSD=X
horizon: 21d
East Asia low
Chinese naval drills near Taiwan amid stalled cross-strait talks
fxrisk_assets
USDJPY=X, GLD
horizon: 30d
Top tail risk medium high
State-sponsored cyber attack cascading to European natgas infrastructure
Invalidate if: Renewed Minsk-style negotiations gain traction with verifiable ceasefire monitoring
Hotspot calibration: 321/433 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: -3.63%; CADUSD=X: -3.01%; NZDUSD=X: -4.82%; BRLUSD=X: +3.07%
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=-1.51
Balance Sheet −1 risk-off
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -0.99
credit_hy: latest=3.12, z=+1.48
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 -5.67 | 3m -4.53 | 12m n/a
Rolling Volatility
1m 14.6% | 3m 22.3% | 12m n/a
Drawdown
Current -41.6% | Max -42.0%
ENB
5.40 (assets: 37)
Regime Probability
Low-Vol 44% | High-Vol 6% | 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 -5.67 | 3m -4.53 | 12m 1.14
Rolling Volatility
1m 14.6% | 3m 22.3% | 12m 42.8%
Drawdown
Current -41.6% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 43% | High-Vol 7% | Trend 48% | Mean-Rev 2%
Current: trend (48%)
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 (220d) | 153/348 | 44% [39%-49%] | +58.2% | Longs only |
| OOS Sharpe | 0.48 (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 (31d) | 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) | 229/491 | 47% [42%-51%] | +43.1% | Longs only |
| OOS Sharpe | 0.48 (annualized, trade-level) | Longs only | ||