The Silk Report - Core Forecast
2026-02-15 08:26 · v1.0
Situation
Interest Rates↗
policy easing expectations with term premium rising
Financial↘
large-cap weakness vs small-cap resilience
Commodity→
mixed industrial signals
Currency↘
dollar weakness accelerating
Crypto↘
risk-off sentiment in digital assets
Direction ratio 27% bearish:defensive positioning bias
Breadth momentum +0 stable:sideways consolidation environment
Sigma intensity 1.64 moderate:selective signal environment
Dispersion index 1.65 moderate:standard position sizing appropriate
Signal distribution:64% alert, 36% watch → elevated but manageable volatility
Yield curve normal 0.67% spread:supportive credit conditions
BEARISH_BIAS streak 2 days:short-term defensive tilt
Active alerts 11 signals:multiple cross-asset opportunities
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT * | $401.32 | -2.94σ | 252d | alert | SHORT |
| ^TNX * | $4.06 | -2.66σ | 30d | alert | SHORT |
| CNY=X * | $6.90 | -2.61σ | 252d | alert | SHORT |
| BTC-USD * | $69767.62 | -2.40σ | 252d | alert | SHORT |
| USDJPY=X * | $152.82 | -2.30σ | 60d | alert | SHORT |
| GOOGL | $305.72 | -2.21σ | 30d | alert | SHORT |
| TSM * | $366.36 | +2.17σ | 252d | alert | LONG |
| QQQ * | $601.92 | -1.77σ | 30d | watch | SHORT |
| ALB * | $166.35 | +1.72σ | 252d | watch | LONG |
| REMX * | $89.70 | +1.63σ | 252d | watch | LONG |
| SPY * | $681.75 | -1.56σ | 30d | watch | SHORT |
Opportunity
PRIMARY
Bitcoin: Long position targeting mean reversion with 79% probability [n=575]
79%
PRIMARY
Microsoft: Long position on mean reversion with 79% probability [n=575]
79%
PRIMARY
USD/JPY: Long USD/JPY on mean reversion with 79% probability [n=575]
79%
SECONDARY
Dollar Weakness Acceleration: USD/JPY and USD/CNY both at -2.61σ levels suggest continued dollar decline with mean reversion probability 79% [n=575]
67%
SECONDARY
Large Cap Tech Correction: MSFT -2.94σ, GOOGL -2.21σ signals suggest continued weakness with short signal accuracy 46% [n=303]
39%
SECONDARY
Commodity Sector Rotation: TSM +2.17σ, rare earths +1.63σ suggest materials strength with long signal accuracy 50% [n=719]
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%