The Silk - Commodity Forecast

2026-06-07 · local

Situation

Metals
↘
Gold leads sector decline at -2.39σ; Silver and Lithium follow lower.
Energies
↗
Natural Gas breaks upward at +1.56σ; rest of sector remains neutral.
Ags
↘
Corn plunges to critical -3.30σ level; Soybeans also critical at -3.01σ.
Softs
↘
Coffee triggers alert with sharp -2.69σ drop; Sugar lacks breakout.
AUD
↘
Significant weakening against USD, reaching -2.54σ.
CAD
↘
Currency weakening against USD, hitting -1.97σ.
NZD
→
No breakout data available; trend remains neutral.
BRL
↘
Currency shows weakening trend, dropping to -1.93σ.

Silk Spiderweb Context

Direction ratio: 62% bullish (+4pp weekly)
Sigma intensity: 1.38 (38% alert)
Yield curve: normal at +48bp
Geopolitical risk: 0.48 (stable)

Commodity Scan Summary

Scanned: 14 contracts
Breakouts: 8
PDS computed: 14
**FALSIFICATION TRIGGERED**: 7 commodity signals oppose Silk direction

Signal

AssetSectorPrice Z-ScoreWindowTrade PDSCurrency
ZC=F [critical] agriculture $417.50 -3.30σ 60d LONG 0.42 weakening
ZS=F [critical] agriculture $1,121.50 -3.01σ 30d LONG 0.52 weakening
KC=F [alert] softs $247.35 -2.69σ 60d SHORT 0.40 weakening
GC=F [alert] * metals $4,337.10 -2.39σ 30d SHORT 0.44 weakening
ZW=F [watch] agriculture $580.00 -1.90σ 30d SHORT 0.44 weakening
SI=F [watch] * metals $68.94 -1.80σ 30d SHORT 0.44 weakening
NG=F [watch] energy $3.23 +1.56σ 60d LONG 0.38 weakening
ALB [watch] metals $165.65 -1.50σ 30d SHORT 0.54 weakening

Opportunity

PRIMARY
Corn (ZC=F): CRITICAL -3.30σ → long (62%, drivers: z_score, pds_coherence(0.42), currency_z(-1.9), silk_ratio(0.62))
50%
PRIMARY
Soybeans (ZS=F): CRITICAL -3.01σ → long (63%, drivers: z_score, pds_coherence(0.52), currency_z(-1.9), silk_ratio(0.62))
50%
PRIMARY
Coffee (KC=F): ALERT -2.69σ → short (59%, drivers: z_score, pds_coherence(0.40), currency_z(-1.0), silk_ratio(0.62))
50%
PRIMARY
Gold (GC=F): ALERT -2.39σ → short (62%, drivers: z_score, pds_coherence(0.44), currency_z(-2.5), silk_ratio(0.62))
50%
SECONDARY
Wheat (ZW=F): WATCH -1.90σ → short (57%, drivers: z_score, pds_coherence(0.44), currency_z(-1.9), silk_ratio(0.62))
50%
SECONDARY
Silver (SI=F): WATCH -1.80σ → short (57%, drivers: z_score, pds_coherence(0.44), currency_z(-2.5), silk_ratio(0.62))
50%
SECONDARY
Natural Gas (NG=F): WATCH +1.56σ → long (56%, drivers: z_score, pds_coherence(0.38), currency_z(-2.0), silk_ratio(0.62))
50%
SECONDARY
Lithium (Albemarle proxy) (ALB): WATCH -1.50σ → short (58%, drivers: z_score, pds_coherence(0.54), currency_z(-2.5), silk_ratio(0.62))
50%

PDS Coherence Dashboard

AssetPDSStability CoherenceCoupling ModeConsonance
ZC=F 0.420 0.78 0.43 0.05 atomic dissonant
ZS=F 0.522 0.71 0.80 0.06 atomic dissonant
KC=F 0.404 0.70 0.43 0.07 atomic tense
GC=F 0.443 0.64 0.63 0.06 composite consonant
ZW=F 0.441 0.65 0.63 0.04 composite dissonant
SI=F 0.444 0.77 0.51 0.05 composite tense
NG=F 0.384 0.65 0.46 0.04 composite tense
ALB 0.540 0.89 0.68 0.05 atomic tense
HG=F 0.489 0.78 0.65 0.03 composite tense
CL=F 0.451 0.82 0.48 0.05 composite dissonant
SB=F 0.524 0.79 0.74 0.05 atomic tense
PDBC 0.518 0.71 0.79 0.05 composite tense
REMX 0.573 0.89 0.81 0.02 composite dissonant
URA 0.607 0.91 0.87 0.05 composite tense

Performance Scorecard

Backtest (2645d):717/1467, 49%, +419.6%
In Sample (107d):20/44, 45%, +12.8%
Recent (7d):0/1, 0%, -2.9%
Brier Score:0.254 FAIL (threshold: 0.25)

About This Report

This is the downstream commodities report — a daily forecast of metals, agriculture, energies, and softs that extends the Silk Report's spiderweb analysis into commodity markets.

Silk Report linkage. The Silk Report scans equities, forex, rates, and crypto for statistical breakouts and generates a daily spiderweb summary (direction ratio, sigma intensity, yield curve, geopolitical risk). This commodity report ingests that spiderweb as its primary context, then runs an independent scan of 14 commodity contracts and 4 commodity-linked currencies (AUD, CAD, NZD, BRL) to find where commodity prices diverge from or confirm the broader market picture.

Signal table. Each row is a commodity that triggered a statistical breakout. The PDS column is a Polyphonic Drift Score (0-1) measuring how coherent the asset's frequency-domain structure is — higher scores mean the price signal is more internally consistent.

Opportunity panel and percentages. Each opportunity shows a conjunction-bounded probability — the estimated chance that the trade is profitable over a 4-day holding period. The percentage starts from a calibrated base rate (55% for ALERT signals, 50% for WATCH) and is adjusted by how many supporting drivers align: PDS coherence, commodity-currency direction, and Silk spiderweb direction. When multiple correlated drivers agree, the probability is decayed (not stacked) to avoid overconfidence from signals that share a common cause.

PDS Coherence Dashboard. The bottom panel decomposes the PDS score into its three components: amplitude stability (how steady the signal's strength is), phase coherence (how aligned its frequency cycles are), and coupling (how strongly the voices interact). The Mode column shows whether the score is driven by one dominant frequency (atomic) or a blend of several (composite). Consonance describes whether the frequency voices are harmonically related (consonant), competing (tense), or breaking apart (dissonant). Use this panel for deeper signal-quality analysis beyond the headline PDS number in the signal table.

> LJ3 FALSIFICATION: Commodity Z-scores diverge from Silk direction. New recommendations paused pending inquiry.