The Silk Risk Dashboard
2026-10-09 04:32 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Yields are expected to hold elevated or grind higher over the next 20 sessions as front-end bias dominates.
- Financial↗Equities will likely see narrow advances concentrated in AI/quality names with limited breadth participation.
- Commodity→Commodities are expected to show mixed performance with energy supported but metals continuing to weaken.
- Currency↗The USD is likely to strengthen modestly over the next 20 sessions against EUR and EM FX.
- Crypto↗OLS20d corr -0.16 — The FLAT block is expected to persist through the 20-session horizon absent a correlation sign flip at next boundary.
Cascade threads (interpretive aid)
- Financial signal 1.9σ watch · DS 68% CT 53%
- Commodity signal 1.8σ watch · DS 67% CT 53%
- Financial → Interest Rates chord 1.9σ watch p=54% · DS 68% CT 53%
- Financial → Commodity chord 1.9σ watch p=50% · DS 68% CT 53%
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
Middle East shipping disruptions and Eastern European energy posturing transmit primarily to oil and natgas curves while East Asian naval activity pressures safe-haven FX; however, thin risk premia in futures and active backchannel diplomacy keep transmission coefficients low with clear de-escalation equilibria available.
Middle East medium
Houthi drone strikes on Red Sea vessels prompting limited Israeli retaliatory strikes
oilrisk_assets
CL=F, GLD, USDJPY=X
horizon: 18d
Eastern Europe medium
Russian winter gas flow restrictions amid stalled Ukraine frontlines
natgasoil
NG=F, CL=F
horizon: 12d
East Asia low
Increased Chinese PLAN patrols near Taiwan and Philippines EEZ
fxrisk_assets
USDJPY=X, GC=F
horizon: 25d
Top tail risk low severe
Direct kinetic exchange between Iran and Israel closing Hormuz for 5+ days
Invalidate if: Renewed US-Iran backchannel talks produce interim nuclear freeze or observable de-escalation in proxy attacks
Hotspot calibration: 322/433 hits (74%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Neutral
Cash Flow 0 neutral
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -1.00
AUDUSD=X: -3.82%; CADUSD=X: -3.43%; NZDUSD=X: -4.60%; BRLUSD=X: +1.43%
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 0 neutral
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -0.74
credit_hy: latest=3.09, z=+1.12
Drift sizing tilt (equity + crypto only; commodity unaffected) 1× No drift tilt — (CF+0, BS+0) — 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: risk-sizing 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 -5.88 | 3m -6.61 | 12m n/a
Rolling Volatility
1m 11.7% | 3m 18.3% | 12m n/a
Drawdown
Current -41.2% | Max -42.0%
ENB
6.06 (assets: 37)
Regime Probability
Low-Vol 45% | High-Vol 5% | 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 -5.88 | 3m -6.61 | 12m 1.16
Rolling Volatility
1m 11.7% | 3m 18.3% | 12m 42.8%
Drawdown
Current -41.2% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 44% | High-Vol 6% | 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 (222d) | 151/349 | 43% [38%-49%] | +55.6% | Longs only |
| Recent (7d) | 5/10 | 50% [24%-76%] | +2.7% | Longs only |
| OOS Sharpe | 0.47 (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 (247d) | 75/142 | 53% [45%-61%] | +6.2% | Longs only |
| OOS Sharpe | 0.51 (annualized, trade-level) | 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 (33d) | 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 (247d) | 227/492 | 46% [42%-51%] | +41.2% | Longs only |
| Recent (7d) | 5/10 | 50% [24%-76%] | +2.7% | Longs only |
| OOS Sharpe | 0.48 (annualized, trade-level) | Longs only | ||