The Silk Risk Dashboard

2026-10-13 04:32 · v1.0
MEDIUM CONFIDENCE
Financial → Commodity 2.4σ alert p=58%Interest RatesFinancial MSFT 2.4σ alert p=57%Commodity CORN 2.1σ alert p=68%CurrencyCryptoRates ↑Financial ↑Commodity ↑Currency ↑Crypto ↑Henry Carstens Forecast — Markets
  • Interest Rates↗Yields are expected to edge modestly higher over the next 20 sessions before stabilizing.
  • Financial↗Financials are likely to post modest net gains with large-cap momentum offsetting small-cap weakness.
  • Commodity↗Commodities should mean-revert higher as agricultural prices recover from oversold levels.
  • Currency↗The dollar is expected to show mild net strength versus peers over the next 20 sessions.
  • Crypto↗OLS20d corr -0.32 — The FLAT block should persist through the horizon unless correlation flips positive at next boundary.
Cascade threads (interpretive aid)
  • Financial signal 2.4σ alert p=57% · DS 78% CT 56%
  • Commodity signal 2.1σ alert p=68% · DS 73% CT 56%
  • Financial → Commodity chord 2.4σ alert p=58% · DS 78% CT 56%

Market Situation

Commodity Sectors

Metals↘
REMX -2.07σ down alert, ALB -1.85σ
Energies↗
NatGas +2.20σ up alert, URA -1.68σ
Ags↘
Corn -2.55σ down alert, wheat -1.65σ
Softs↗
Sugar +2.95σ up alert

Commodity Currencies

AUD↘
AUD -1.07σ weakening
CAD↘
CAD -1.27σ weakening
NZD→
NZD no data
BRL↗
BRL +2.12σ strengthening

Signals

0 Critical
4 Alert
4 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
SB=F commodity $20.25 $20.25 +2.95σ 252d alert LONG
ZC=F commodity $479.75 $479.75 -2.55σ 30d alert SHORT
NG=F commodity $3.22 $3.22 +2.20σ 60d alert LONG
REMX commodity $60.97 $60.97 -2.07σ 252d alert SHORT
ALB * commodity $101.27 $101.27 -1.85σ 252d watch SHORT
URA commodity $38.90 $38.90 -1.68σ 252d watch SHORT
ZW=F commodity $671.00 $671.00 -1.65σ 30d watch SHORT
ZS=F commodity $1,292.00 $1,292.00 +1.63σ 252d watch LONG

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 proxy frictions and Eastern European energy posturing show contained transmission to oil and natgas with diplomatic signaling active; Indo-Pacific naval activity remains sub-threshold for broad FX or risk-asset disruption over 7-30 days.

Middle East medium

Iran-backed proxies intensify Red Sea shipping harassment

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

Russia signals potential winter natgas flow restrictions to Europe

natgasfx
NG=F, EURUSD=X
horizon: 18d
Indo-Pacific low

Chinese naval patrols increase near Taiwan Strait

fxrisk_assets
USDJPY=X, ES=F
horizon: 30d
Top tail risk low severe

Direct Iran-Israel strike closes Strait of Hormuz for weeks

Invalidate if: Visible de-escalation via US-Iran backchannel talks or Saudi production surge announcement

Hotspot calibration: 329/440 hits (75%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-10-13

Finance View — Three Sheets

Neutral — leaning risk-on
Cash Flow 0 neutral
1/5 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -0.78
AUDUSD=X: -2.51%; CADUSD=X: -2.95%; NZDUSD=X: -3.31%; 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 2026-10-13

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)2/922% [6%-55%]-10.6%Longs only
OOS Sharpe0.52 (annualized, trade-level)Longs only

Commodity OOS

Last updated with signals through 2026-10-08 — STALE (5 days behind); figures are not current

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (251d)347/64354% [50%-58%]+61.4%Longs only
OOS Sharpe0.70 (annualized, trade-level)Longs only

Crypto OOS

Last updated with signals through 2026-09-06 — sparse by design: the strategy has not fired a signal old enough to score since then (1 pending)

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)42/6961% [49%-72%]+821.2%Longs only
Out of Sample (37d)1/1100% [21%-100%]+5.7%Longs only

Combined

Includes a stale commodity or crypto ledger — see the dates above

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2732/598546% [44%-47%]+214.2%Longs only
Out of Sample (251d)518/100951% [48%-54%]+66.3%Longs only
Recent (7d)2/922% [6%-55%]-10.6%Longs only
OOS Sharpe0.63 (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.