The Silk Report - Core Forecast
2026-02-14 09:38 · v1.0
Situation
Interest Rates↗
policy easing expectations with term premium rising
Financial↘
large cap weakness with small cap resilience
Commodity→
mixed industrial demand signals
Currency→
dollar weakening trend
Crypto→
extreme statistical positioning amid volatility
Direction ratio 27% bearish:strong short bias positioning environment
Breadth momentum -1 contracting:weakening participation across assets
Sigma intensity 1.64 moderate:meaningful but not extreme signal environment
Dispersion index 1.65 moderate:standard position sizing appropriate
Signal distribution:0% critical, 64% alert, 36% watch → elevated but manageable signal environment
Yield curve normal +0.67% spread:supportive credit conditions despite rate volatility
BEARISH_BIAS streak 1 day:early stage directional shift
Active alerts 11 signals:above-average opportunity set
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT | $401.32 | -2.91σ | 252d | alert | SHORT |
| ^TNX | $4.06 | -2.66σ | 30d | alert | SHORT |
| CNY=X | $6.90 | -2.61σ | 252d | alert | SHORT |
| BTC-USD | $68857.84 | -2.50σ | 252d | alert | SHORT |
| USDJPY=X | $152.82 | -2.30σ | 60d | alert | SHORT |
| GOOGL * | $305.72 | -2.21σ | 30d | alert | SHORT |
| TSM | $366.36 | +2.16σ | 252d | alert | LONG |
| QQQ | $601.92 | -1.77σ | 30d | watch | SHORT |
| ALB | $166.35 | +1.73σ | 252d | watch | LONG |
| REMX | $89.70 | +1.64σ | 252d | watch | LONG |
| SPY | $681.75 | -1.56σ | 30d | watch | SHORT |
Opportunity
PRIMARY
Microsoft (MSFT): Long position targeting mean reversion with 79% probability within 6 days
79%
PRIMARY
Bitcoin (BTC): Tactical long on mean reversion with 79% probability within 6 days
79%
PRIMARY
Taiwan Semiconductor (TSM): Short position on mean reversion with 79% probability within 6 days
79%
SECONDARY
Tech sector mean reversion: MSFT -2.91σ and GOOGL -2.21σ suggest statistical oversold conditions with 79% mean reversion probability within 6 days
67%
SECONDARY
Dollar weakness continuation: USD/JPY and USD/CNY both at ALERT DOWN levels, trend continuation shows 52% probability
44%
SECONDARY
Commodity sector rotation: Lithium and rare earths showing momentum with TSM +2.16σ UP supporting materials demand
42%
Performance Scorecard CALIBRATED since 2026-02-04
Backtest (89d):217/467, 46% [42%-51%], +152.6%
Recent (7d):21/50, 42% [29%-56%], +65.2%