The Silk Risk Dashboard

2026-10-15 04:33 · v1.0
MEDIUM CONFIDENCE
Interest RatesFinancial XLE 2.4σ alert p=57%Commodity ALB 1.9σ watchCurrencyCryptoRates ↑Financial ↑Commodity ↑Currency ↑Crypto →Henry Carstens Forecast — Markets
  • Interest Rates↗Rates are expected to remain elevated over next 20 sessions.
  • Financial↗Large caps likely edge higher with small caps lagging.
  • Commodity↗Commodities likely mean-revert with selective rebounds.
  • Currency↗USD expected to hold firm versus peers over 20 sessions.
  • Crypto→20d corr -0.40 — FLAT block expected to persist until next boundary.
Cascade threads (interpretive aid)
  • Financial signal 2.4σ alert p=57% · DS 78% CT 56%
  • Commodity signal 1.9σ watch · 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

Tensions in the Middle East and Eastern Europe show contained transmission to energy markets with no sustained supply shocks observed; independent tape confirmation remains weak while diplomatic signaling supports de-escalation pathways over the 7-30 day horizon.

Middle East medium

Iran proxy militia strikes on Gulf shipping and energy infrastructure

oilrisk_assets
CL=F, GC=F
horizon: 14d
Eastern Europe medium

Russian advances threatening Ukraine gas transit routes ahead of winter

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

Chinese naval maneuvers and increased activity near Taiwan Strait

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

Major cyber disruption to European natgas infrastructure amid Ukraine war

Invalidate if: De-escalation summit or winter truce agreement materializes as pre-leaked by multiple parties

Hotspot calibration: 329/441 hits (75%), Brier 0.230 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-10-15

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
1/4 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-3 Commodity-currency breadth -0.61
AUDUSD=X: -2.14%; CADUSD=X: -2.23%; NZDUSD=X: -2.84%; BRLUSD=X: +2.33%
Income 0 neutral
2/5 signals agreeing
I-1 I-2 I-3 I-4 I-5
I-2 IWM/SPY ratio (small-cap appetite) -1.00
IWM/SPY: z21=-1.85
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 -0.69
credit_hy: latest=3.16, z=+1.04
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 2026-10-15

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 8.51 | 3m -1.87 | 12m n/a
Rolling Volatility
1m 18.0% | 3m 19.0% | 12m n/a
Drawdown
Current -40.3% | Max -48.1%
ENB
7.66 (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 8.51 | 3m -1.87 | 12m -0.88
Rolling Volatility
1m 18.0% | 3m 19.0% | 12m 33.3%
Drawdown
Current -40.3% | 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 (245d)171/37146% [41%-51%]+72.0%Longs only
Recent (7d)3/1030% [11%-60%]-11.3%Longs only
OOS Sharpe0.51 (annualized, trade-level)Longs only

Commodity OOS

Last updated with signals through 2026-10-12

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (253d)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 (39d)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 (253d)519/101551% [48%-54%]+65.2%Longs only
Recent (7d)3/1030% [11%-60%]-11.3%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.