The Silk Risk Dashboard
2026-10-11 13:17 · v1.0
MEDIUM CONFIDENCE
- Interest Rates↗Yields are likely to remain elevated over the next 20 sessions as tightening expectations hold.
- Financial↗Equities are expected to advance with concentrated AI momentum despite weak breadth.
- Commodity↗Commodities are likely to mean-revert after declines in corn and rare earths.
- Currency↗The dollar is expected to strengthen further versus EUR and EM FX.
- Crypto↗OLS20d corr -0.22 — The FLAT block is expected to persist with no boundary in the 20-session window.
Cascade threads (interpretive aid)
- Commodity signal 2.5σ alert · DS 80% CT 56%
- Financial signal 2.3σ alert p=53% · DS 75% CT 56%
- Commodity → Interest Rates chord 2.5σ alert p=53% · 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 state tensions in the Middle East and Eastern Europe exhibit limited market transmission due to ample energy buffers and diplomatic backchannels, while East Asian maneuvers remain contained; independent tape confirmation is weak with energy vols compressed and risk gauges stable.
Middle East medium
Iran-backed proxy clashes with Israel and Red Sea shipping incidents
oilrisk_assets
CL=F, GLD, USDJPY=X
horizon: 21d
Eastern Europe high
Russia-Ukraine attritional conflict with winter energy leverage attempts
natgasoilfx
NG=F, CL=F, EURUSD=X
horizon: 30d
East Asia low
Chinese military drills near Taiwan amid US patrol responses
fxrisk_assets
USDJPY=X, GLD
horizon: 14d
Top tail risk low severe
Direct kinetic exchange between Iran and Israel closing Strait of Hormuz
Invalidate if: Visible resumption of indirect US-Iran talks or observable drawdown in proxy militia activity signaling de-escalation
Hotspot calibration: 325/436 hits (75%), 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: +2.52%
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 7.36 | 3m -2.21 | 12m n/a
Rolling Volatility
1m 18.2% | 3m 18.6% | 12m n/a
Drawdown
Current -41.1% | Max -48.1%
ENB
7.60 (assets: 40)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 7.36 | 3m -2.21 | 12m -0.38
Rolling Volatility
1m 18.2% | 3m 18.6% | 12m 34.8%
Drawdown
Current -41.1% | 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 (241d) | 170/365 | 47% [42%-52%] | +75.0% | Longs only |
| Recent (7d) | 1/7 | 14% [3%-51%] | -11.1% | 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 (249d) | 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 (35d) | 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 (249d) | 245/508 | 48% [44%-53%] | +60.5% | Longs only |
| Recent (7d) | 1/7 | 14% [3%-51%] | -11.1% | Longs only |
| OOS Sharpe | 0.71 (annualized, trade-level) | Longs only | ||