The Silk - Commodity Forecast

2026-10-25 · missing

Situation

Metals
↘
REMX -2.36σ & Silver -2.34σ down alerts
Energies
→
NatGas -2.39σ alert down, Crude +1.61σ up
Ags
↘
Wheat -1.99σ & Corn -1.70σ down watches
Softs
↗
Sugar +2.26σ alert up; softs firm
AUD
→
AUD z30=+0.02 mildly strengthening
CAD
↗
CAD z30=+1.01 strengthening vs USD
NZD
→
NZD no data available
BRL
↗
BRL z30=+0.50 strengthening vs USD

Silk Spiderweb Context

No Silk data available (source: missing)

Commodity Scan Summary

Scanned: 14 contracts
Breakouts: 11
PDS computed: 14
**FALSIFICATION TRIGGERED**: 0 commodity signals oppose Silk direction

Signal

AssetSectorPrice Z-ScoreWindowTrade PDSCurrency
NG=F [alert] energy $2.64 -2.39σ 30d SHORT 0.37 strengthening
REMX [alert] metals $51.46 -2.36σ 252d SHORT 0.39 strengthening
SI=F [alert] metals $53.71 -2.34σ 60d SHORT 0.51 strengthening
SB=F [alert] softs $20.24 +2.26σ 252d LONG 0.46 strengthening
URA [alert] energy $34.11 -2.17σ 252d SHORT 0.37 strengthening
PDBC [alert] broad $20.34 +2.12σ 30d LONG 0.51 —
ZW=F [watch] agriculture $625.00 -1.99σ 30d SHORT 0.42 strengthening
GC=F [watch] * metals $4,007.90 -1.99σ 30d SHORT 0.48 strengthening
ALB [watch] * metals $93.67 -1.83σ 252d SHORT 0.37 strengthening
ZC=F [watch] agriculture $456.00 -1.70σ 30d SHORT 0.43 strengthening
CL=F [watch] * energy $103.27 +1.61σ 60d LONG 0.56 strengthening

Opportunity

PRIMARY
Natural Gas (NG=F): ALERT -2.39σ → short
50%
PRIMARY
Rare Earths ETF (REMX): ALERT -2.36σ → short
50%
PRIMARY
Silver (SI=F): ALERT -2.34σ → short
50%
PRIMARY
Sugar (SB=F): ALERT +2.26σ → long
50%
PRIMARY
Uranium ETF (URA): ALERT -2.17σ → short
50%
PRIMARY
Diversified Commodity ETF (PDBC): ALERT +2.12σ → long
50%
SECONDARY
Wheat (ZW=F): WATCH -1.99σ → short
49%
SECONDARY
Gold (GC=F): WATCH -1.99σ → short
49%
SECONDARY
Lithium (Albemarle proxy) (ALB): WATCH -1.83σ → short
49%
SECONDARY
Corn (ZC=F): WATCH -1.70σ → short
49%

PDS Coherence Dashboard

AssetPDSStability CoherenceCoupling ModeConsonance
NG=F 0.370 0.63 0.42 0.06 composite —
REMX 0.392 0.72 0.37 0.08 composite —
SI=F 0.513 0.88 0.62 0.04 composite —
SB=F 0.456 0.60 0.73 0.04 atomic —
URA 0.365 0.66 0.36 0.07 composite —
PDBC 0.513 0.70 0.78 0.06 composite —
ZW=F 0.421 0.71 0.52 0.03 composite —
GC=F 0.476 0.81 0.59 0.02 composite —
ALB 0.371 0.60 0.42 0.09 composite —
ZC=F 0.435 0.83 0.42 0.06 composite —
CL=F 0.563 0.76 0.87 0.06 composite —
HG=F 0.520 0.79 0.70 0.07 composite —
ZS=F 0.504 0.80 0.64 0.06 composite —
KC=F 0.531 0.71 0.82 0.06 atomic —

Performance Scorecard

Backtest (858d):266/603, 44%, +120.0%
Brier Score:0.249 PASS (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 the estimated probability based on calibrated base rates by sigma tier (ALERT 50%, WATCH 49%, CRITICAL 51%), derived from realized cross-regime commodity outcomes (2022–2026). Earlier versions adjusted this number up when PDS coherence, commodity-currency direction, or the Silk spiderweb agreed; those adjustments were removed in 2026-06 after validation showed none of them predicts outcomes out-of-sample (the currency-alignment signal in particular reversed sign across market regimes). PDS, currency, and Silk context are still shown in the tables below as qualitative signal-quality context — they just no longer move the probability. Note the realized rates are near 50% across all tiers: these commodity breakouts are close to coin-flips, and the honest base rate says so.

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.