The Silk - Crypto Forecast

Situation

Stablecoin Flows

Regime: **risk-off**

Net 24h supply change: $-721.1M

BTC dominance: 56.1%

Silk Spiderweb Context

Direction ratio: 67% bullish

Crypto Scan Summary

Scanned: 8 symbols

Breakouts: 3

**FALSIFICATION TRIGGERED**: 3 crypto signals oppose Silk direction

Signal

Asset	Sector	Price	Z-Score	Window	Trade	Probability
AVAX-USD [watch] *	smart_contract	$6.61	-1.75σ	60d	SHORT	53%
ADA-USD [watch]	smart_contract	$0.16	-1.71σ	60d	SHORT	53%
DOT-USD [watch] *	smart_contract	$0.97	-1.56σ	60d	SHORT	53%

Opportunity

PRIMARY

Avalanche (AVAX-USD): WATCH -1.75σ → short (53%, drivers: z_score, stablecoin_flow(+0.72))

50%

PRIMARY

Cardano (ADA-USD): WATCH -1.71σ → short (53%, drivers: z_score, stablecoin_flow(+0.72))

50%

PRIMARY

Polkadot (DOT-USD): WATCH -1.56σ → short (53%, drivers: z_score, stablecoin_flow(+0.72))

50%

SECONDARY

Ethereum (ETH-USD) [smart_contract]: sector ripple (49%, drivers: z_score, silk_ratio(0.67))

50%

SECONDARY

Solana (SOL-USD) [smart_contract]: sector ripple (49%, drivers: z_score, silk_ratio(0.67))

50%

Probability Drivers

Asset	Cascade	Probability	Drivers
AVAX-USD	PRIMARY	53%	z_score, stablecoin_flow(+0.72)
ADA-USD	PRIMARY	53%	z_score, stablecoin_flow(+0.72)
DOT-USD	PRIMARY	53%	z_score, stablecoin_flow(+0.72)
ETH-USD	SECONDARY	49%	z_score, silk_ratio(0.67)
SOL-USD	SECONDARY	49%	z_score, silk_ratio(0.67)

Performance Scorecard

Backtest (2319d):911/1631, 56%, +1233.4%

Brier Score:0.252 FAIL (threshold: 0.25)

About This Report

This is the daily crypto report — a forecast of major cryptocurrencies (BTC, ETH, SOL, AVAX, XRP, LINK, DOT, ADA) that mirrors the Silk and commodity reports' shape with crypto-specific data layers.

**Data sources.** Price OHLCV is sourced via the [DataLoaders](https://github.com/hcarsten/DataLoaders) crypto loader (Yahoo primary, Versol fallback). Stablecoin supply changes come from [DefiLlama](https://stablecoins.llama.fi/). BTC dominance is from CoinGecko's free `/global` endpoint. The Silk spiderweb direction ratio is ingested from today's Silk newspaper.

**Signal table.** Each row is a crypto symbol whose price triggered a statistical breakout against its rolling Z-score. The Trade column applies the CRITICAL reversal rule (>3σ moves trade opposite direction; ALERT/WATCH continue with the breakout direction).

**Opportunity panel.** **Primary** signals are direct breakouts. **Secondary** signals are sector ripples — coins in the same sector as a primary breakout get a probability haircut (0.95×) and surface so the trader can see the full coupling. There is **no tertiary cascade** for crypto — the market is too tightly coupled and the inferential chain too lossy to add value.

**Probability and drivers.** Each signal's probability starts from a base (55% for ALERT/CRITICAL, 50% for WATCH). Aligned drivers — stablecoin flow direction, Silk newspaper alignment — add small bumps via conjunction decay. Adverse drivers are filtered, not subtracted: when an aligned driver isn't available the signal stands on its z-score alone. The Drivers column shows which evidence is contributing.

**Trading scope.** Crypto signals persist to `breakouts.csv` tagged `silk_crypto`. Live execution via Coinbase is currently deferred — the unified order executor logs crypto signals as visible-but-not-executed until a `coinbase_client.py` is implemented.

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