The Silk Risk Dashboard
2026-10-10 04:33 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Treasury yields are likely to remain elevated over the next 20 sessions as restrictive policy persists.
- Financial↗Equities are expected to advance on concentrated AI and quality momentum while breadth stays narrow.
- Commodity↘Commodities are likely to mean-revert with energy pulling back after gains and metals stabilizing.
- Currency↗The dollar is expected to strengthen modestly versus EUR and peers over the next 20 sessions.
- Crypto↗OLS20d corr -0.13 — The FLAT block is likely to persist until next boundary unless correlation flips positive.
Cascade threads (interpretive aid)
- Commodity signal 2.5σ alert · DS 80% CT 56%
- Financial signal 2.3σ alert p=55% · DS 75% CT 56%
- Commodity → Interest Rates chord 2.5σ alert p=53% · DS 80% CT 56%
- Commodity → Financial chord 2.5σ alert p=47% · DS 80% 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
Persistent but contained state tensions in the Middle East and Eastern Europe exhibit limited near-term transmission to energy and risk premia channels, with diplomatic signaling and stable commodity curves pointing to a stable regime over the 7-30 day horizon.
Middle East medium
Iran-backed proxy clashes with Israel and shipping disruptions
oilrisk_assets
CL=F, GLD, USDJPY=X
horizon: 14d
Eastern Europe high
Russian strikes on Ukrainian energy infrastructure ahead of winter
natgasoil
NG=F, CL=F
horizon: 21d
East Asia low
Chinese military drills near Taiwan amid regional alliances
fxrisk_assets
USDJPY=X, EURUSD=X
horizon: 30d
Top tail risk medium high
NATO-Russia direct clash triggered by Ukrainian infrastructure collapse
Invalidate if: Mutual war fatigue leading to accelerated ceasefire talks brokered by third parties
Hotspot calibration: 324/435 hits (74%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels
Finance View — Three Sheets
Neutral — leaning risk-on
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: -2.95%; NZDUSD=X: -4.11%; BRLUSD=X: +1.71%
Income +1 risk-on
I-1 I-2 I-3 I-4 I-5
I-4 AI proxy breadth (above 50DMA) +1.00
5/5 above; NVDA:+ AMD:+ TSM:+ GOOGL:+ MSFT:+
Balance Sheet 0 neutral
B-1 B-2 B-3 B-4 B-5 B-6
B-2 HY credit spread z-score -0.85
credit_hy: latest=3.15, z=+1.27
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 4.93 | 3m -2.43 | 12m n/a
Rolling Volatility
1m 20.4% | 3m 18.6% | 12m n/a
Drawdown
Current -41.6% | Max -48.1%
ENB
7.64 (assets: 40)
Regime Probability
Low-Vol 38% | High-Vol 12% | 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 4.93 | 3m -2.43 | 12m -0.14
Rolling Volatility
1m 20.4% | 3m 18.6% | 12m 36.0%
Drawdown
Current -41.6% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 41% | High-Vol 9% | 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 (240d) | 168/364 | 46% [41%-51%] | +74.7% | Longs only |
| Recent (7d) | 2/10 | 20% [6%-51%] | -11.5% | Longs only |
| OOS Sharpe | 0.52 (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 (248d) | 74/142 | 52% [44%-60%] | +23.9% | Longs only |
| OOS Sharpe | 1.18 (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 (34d) | 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 (248d) | 243/507 | 48% [44%-52%] | +60.3% | Longs only |
| Recent (7d) | 2/10 | 20% [6%-51%] | -11.5% | Longs only |
| OOS Sharpe | 0.71 (annualized, trade-level) | Longs only | ||