The Silk Report -
01:17 · v1.0
Situation
Interest Rates↗
easing policy expectations with term premium rising
Financial→
small caps outperforming amid rotation
Commodity↗
industrial metals strength suggesting demand recovery
Currency↘
dollar weakness across majors
Crypto→
extended decline suggesting mean reversion opportunity
Direction ratio 67% bullish:moderate long bias with room for rotation
Sigma intensity 1.44 (low conviction):limited high-confidence signals
Breadth momentum +0 (stable):sideways consolidation pattern
Dispersion index 1.96 (moderate):mixed sector performance, selective positioning
Signal distribution:0% critical, 44% alert, 56% watch → cautious signal environment
Yield curve normal (0.67% spread):supportive credit conditions
Active signals decreased to 9 (-4 from week start):signal fatigue emerging
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT | $404.37 | -2.89σ | 252d | alert | SHORT |
| BTC-USD | $66991.97 | -2.73σ | 252d | alert | SHORT |
| TSM | $374.09 | +2.73σ | 30d | alert | LONG |
| CNY=X | $6.91 | -2.58σ | 252d | alert | SHORT |
| ALB | $175.43 | +2.01σ | 252d | alert | LONG |
| GOOGL * | $310.96 | -1.86σ | 30d | watch | SHORT |
| HG=F | $5.95 | +1.81σ | 252d | watch | LONG |
| REMX | $91.92 | +1.80σ | 252d | watch | LONG |
| EURUSD=X | $1.19 | +1.65σ | 252d | watch | LONG |
| IWM | $264.95 | +1.62σ | 252d | watch | LONG |
Opportunity
PRIMARY
Bitcoin: Mean reversion opportunity as extreme moves typically reverse within 6 days
75%
PRIMARY
Microsoft: Mean reversion play as ALERT level signals show reversal tendency
75%
PRIMARY
Taiwan Semiconductor: Momentum continuation possible but mean reversion likely within 6 days
75%
SECONDARY
Industrial Metals Rally: Lithium (+2.01σ), copper (+1.81σ), and rare earths (+1.80σ) showing coordinated strength suggesting industrial demand recovery
42%
SECONDARY
Dollar Weakness Continuation: EUR/USD (+1.65σ), USD/CNY (-2.58σ) signals suggest Fed easing expectations driving dollar lower
42%
SECONDARY
Small Cap Outperformance: IWM (+1.62σ) suggests domestic focus amid policy uncertainty
46%
Performance Scorecard
Backtest (46d):111/240, 46%, +137.6%
Recent (7d):21/56, 38%, +61.8%