The Silk Risk Dashboard

2026-10-12 04:32 · v1.0
MEDIUM CONFIDENCE
Interest RatesFinancial MSFT 2.3σ alert p=59%Commodity CORN 2.5σ alert p=72%CurrencyCryptoRates ↑Financial ↑Commodity ↑Currency →Crypto ↑Henry Carstens Forecast — Markets
  • Interest Rates↗Interest rates are expected to rise modestly over the next 20 sessions as tightening holds.
  • Financial↗Financials are likely to continue modest gains over the next 20 sessions on tech momentum.
  • Commodity↗Commodities should mean-revert higher over the next 20 sessions especially in grains.
  • Currency→Currency markets are expected to stay range-bound with neutral USD bias over 20 sessions.
  • Crypto↗OLS20d corr -0.27 — The FLAT block is expected to persist until next boundary as correlation stays negative.
Cascade threads (interpretive aid)
  • Commodity signal 2.5σ alert p=72% · DS 80% CT 56%
  • Financial signal 2.3σ alert p=59% · DS 75% 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

0.48 stable

Persistent flashpoints in the Middle East and Eastern Europe show contained transmission to energy and FX channels due to diversified supplies and ongoing diplomacy, while East Asian tensions primarily ripple into safe-haven flows rather than broad risk-asset repricing.

Middle East medium

Iranian proxy actions in Red Sea and Lebanon met with measured Israeli responses amid Saudi mediation

oilrisk_assets
CL=F, GLD, XLE
horizon: 14d
Eastern Europe high

Approaching winter raises risks of targeted energy infrastructure strikes in Ukraine stalemate

natgasfx
NG=F, EURUSD=X, RUB=X
horizon: 21d
East Asia medium

Chinese naval patrols and drills near Taiwan amid US tech export disputes

fxrisk_assets
USDJPY=X, NDX=F, GLD
horizon: 30d
Top tail risk medium high

Coordinated state-linked cyber disruptions to European LNG terminals during peak winter demand

Invalidate if: NATO-Russia backchannels yield mutual verification protocols on critical infrastructure, triggering observable reduction in hybrid operations

Hotspot calibration: 327/438 hits (75%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-10-12

Finance View — Three Sheets

Neutral — leaning risk-on
Cash Flow 0 neutral
1/3 signals agreeing
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
3/5 signals agreeing
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
1/5 signals agreeing
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.

snapshot 2026-10-12

Sleeve Ledger — Money Management

MM Policy v1.1 effective 2026-06-10
NAV$100,000
Deployable$60,000(reserve 40%)
Drawdown+0.00%
As of2026-05-21
SleeveTargetBufferAdmission 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

WindowWins/TotalRateReturnStats Coverage
Backtest (522d)416/95743% [40%-47%]+328.5%Longs only
Out of Sample (241d)170/36547% [42%-52%]+75.0%Longs only
Recent (7d)1/425% [5%-70%]-4.5%Longs only
OOS Sharpe0.52 (annualized, trade-level)Longs only

Commodity OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (250d)74/14252% [44%-60%]+23.9%Longs only
OOS Sharpe1.18 (annualized, trade-level)Longs only

Crypto OOS

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)42/6961% [49%-72%]+821.2%Longs only
Out of Sample (36d)1/1100% [21%-100%]+5.7%Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2732/598546% [44%-47%]+214.2%Longs only
Out of Sample (250d)245/50848% [44%-53%]+60.5%Longs only
Recent (7d)1/425% [5%-70%]-4.5%Longs only
OOS Sharpe0.71 (annualized, trade-level)Longs only

Refresh prices

Prices update on demand. Run this command on the host that owns the FIIJ repo — it fetches live prices, writes the sidecar JSON, and pushes to git. Vercel rebuilds and the dashboard shows the new prices after a reload (~30s).

fiij refresh-prices

Behind the scenes: same code path the (now-disabled) cron called. Symbols are read from this dashboard's HTML; equity + commodity fetch via MarketDataFetcher, crypto via CryptoDataFetcher; output lands at briefs/dashboards/risk_dashboard_<date>_prices.json.