The Silk Risk Dashboard

2026-10-30 04:32 · v1.0
MEDIUM CONFIDENCE
Crypto → Commodity 2.5σ alert p=49%Interest RatesFinancial XLE 2.2σ alert p=62%Commodity USO 1.8σ watchCurrencyCrypto BTC-USD 2.5σ alert p=58%Rates ↑Financial →Commodity ↑Currency →Crypto →Henry Carstens Forecast — Markets
  • Interest Rates↗The 10-year yield is likely to be higher over the next 20 sessions.
  • Financial→SPY is expected to be neutral over the next 20 sessions.
  • Commodity↗PDBC is likely to be higher over the next 20 sessions.
  • Currency→UUP is expected to be neutral over the next 20 sessions.
  • Crypto→20d corr -0.26 — BTC-USD is expected to be neutral over the next 20 sessions.
Cascade threads (interpretive aid)
  • Crypto signal 2.5σ alert p=58% · DS 79% CT 56%
  • Financial signal 2.2σ alert p=62% · DS 73% CT 56%
  • Commodity signal 1.8σ watch · DS 66% CT 53%
  • Crypto → Commodity chord 2.5σ alert p=49% · DS 79% CT 56%

Market Situation

Commodity Sectors

Metals↘
Silver -2.15σ & REMX -2.05σ lead declines
Energies→
Uranium -1.70σ watch; sector neutral
Ags↘
Wheat -2.15σ, Soybeans -1.98σ signal weakness
Softs↗
Sugar +1.76σ leads softs higher

Commodity Currencies

AUD↗
AUD +0.41z strengthening vs USD
CAD↗
CAD +0.87z strengthening vs USD
NZD→
NZD no z30 data
BRL↗
BRL +0.54z strengthening vs USD

Signals

0 Critical
3 Alert
6 Watch
Click row for details
Asset Class Entry Current Z-Score Window Level Trade
ZW=F * commodity $599.00 $599.00 -2.15σ 60d alert SHORT
SI=F commodity $53.46 $53.46 -2.15σ 60d alert SHORT
REMX commodity $54.35 $54.35 -2.05σ 252d alert SHORT
ZS=F commodity $1,224.50 $1,224.50 -1.98σ 30d watch SHORT
SB=F commodity $19.34 $19.34 +1.76σ 252d watch LONG
URA commodity $36.55 $36.55 -1.70σ 252d watch SHORT
ALB commodity $96.96 $96.96 -1.66σ 252d watch SHORT
PDBC * commodity $20.14 $20.14 +1.61σ 252d watch LONG
GC=F commodity $4,051.60 $4,051.60 -1.57σ 60d watch SHORT

Risk

Core
n/a
no open positions
Commodities
n/a
no open positions
Crypto
n/a
no open positions

Geopolitical Risk

0.37 stable

Geopolitical transmission to core market channels remains low with contained proxy activity in the Middle East and attrition in Ukraine offset by visible diplomatic channels; no VIX>30 or CL=F>15% shock expected inside the 20-session window as second-order cascades fail to materialize.

Middle East medium

Iran proxy activities and Israel-Hezbollah ceasefire monitoring

oilrisk_assets
CL=F, GLD
horizon: 22d
Eastern Europe low

Russia-Ukraine winter stalemate with energy signaling

natgasfx
NG=F, EURUSD=X
horizon: 50d
East Asia medium

Increased PLAN patrols in Taiwan Strait

fxrisk_assets
USDJPY=X, NKY
horizon: 25d
Top tail risk low severe

Unexpected direct Iran-Israel strike closing Strait of Hormuz

Invalidate if: Visible de-escalation via renewed Vienna-track talks or mutual force pullbacks confirmed by independent satellite and diplomatic sources before mid-November

Hotspot calibration: 366/483 hits (76%), Brier 0.226 — horizons resolved on affected_assets vs predicted market_channels

snapshot 2026-10-30

Finance View — Three Sheets

Neutral
Cash Flow 0 neutral
2/5 signals agreeing
CF-1 CF-2 CF-3 CF-4 CF-5
CF-2 JPY carry direction -1.00
USDJPY=X: z21=-1.54
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=+1.99
Balance Sheet 0 neutral
2/5 signals agreeing
B-1 B-2 B-3 B-4 B-5 B-6
B-5 MOVE index z-score +1.00
^MOVE: z21=-1.72
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 2026-10-30

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 -7.66 | 3m -2.01 | 12m -0.17
Rolling Volatility
1m 21.8% | 3m 21.6% | 12m 30.3%
Drawdown
Current -47.6% | Max -48.1%
ENB
5.88 (assets: 42)
Regime Probability
Low-Vol 36% | High-Vol 14% | 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 -7.66 | 3m -2.01 | 12m -0.37
Rolling Volatility
1m 21.8% | 3m 21.6% | 12m 30.9%
Drawdown
Current -47.6% | Max -54.1%
ENB
1.00 (assets: 0)
Regime Probability
Low-Vol 40% | High-Vol 10% | 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 (260d)176/38845% [40%-50%]+46.0%Longs only
Recent (7d)2/450% [15%-85%]-7.2%Longs only
OOS Sharpe0.40 (annualized, trade-level)Longs only

Commodity OOS

Last updated with signals through 2026-10-27

WindowWins/TotalRateReturnStats Coverage
Backtest (2089d)2274/495946% [44%-47%]+183.7%Longs only
Out of Sample (268d)366/69353% [49%-57%]+37.3%Longs only
Recent (8d)9/2438% [21%-57%]-5.7%Longs only
OOS Sharpe0.43 (annualized, trade-level)Longs only

Crypto OOS

Last updated with signals through 2026-09-27 — sparse by design: the strategy has not fired a signal old enough to score since then (4 pending)

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)42/6961% [49%-72%]+821.2%Longs only
Out of Sample (54d)1/250% [9%-91%]+1.9%Longs only
OOS Sharpe0.58 (annualized, trade-level)Longs only

Combined

WindowWins/TotalRateReturnStats Coverage
Backtest (2396d)2732/598546% [44%-47%]+214.2%Longs only
Out of Sample (268d)543/108350% [47%-53%]+40.4%Longs only
Recent (8d)11/2839% [24%-58%]-5.9%Longs only
OOS Sharpe0.42 (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.