The Silk - Core Forecast
2026-06-13 05:37 · v1.0
Situation
Interest Rates→62%
Normal yield curve at 48bp spread with Fed funds at 3.63% sets up for range-bound action ahead of data prints.
2-day forecastYields likely to hold steady if economic data releases match consensus and real-yield trajectory remains contained over next 2 sessions.
Watch
- 10Y yield moves beyond 4.55
- 2s/10s spread widens past 55bp
- NFP print deviates more than 50k from estimates
Financial↘62%
Semiconductor and small-cap names at ALERT levels (+2.67σ AMD, +2.66σ SOXX, +2.26σ IWM) after outperformance sets up mean-reversion.
2-day forecastFinancials and indices likely to pull back over next 2 sessions if VIX rises above 19 or breadth momentum stays below -15.
Watch
- VIX closes above 19
- IWM falls below 290
- SOXX fails to hold 2% above 5d average
Commodity↗57%
PDBC at -1.98σ lows combined with lithium's 5d rebound from 30d weakness sets up short-term mean-reversion bounce.
2-day forecastCommodity complex expected to rise if crude holds above 82 and China-related demand signals remain stable over next 2 sessions.
Watch
- crude_oil rebounds above 86.5
- lithium holds above 165
- broad commodity index gains more than 1.5%
Currency→58%
CNY at -1.65σ weakness amid stable rate differentials and low EM stress sets up for limited USD moves.
2-day forecastMajor pairs likely to remain range-bound if DXY stays below 102 and central bank divergence signals do not widen over next 2 sessions.
Watch
- USDCNY breaks below 6.70
- EURUSD falls below 1.15
- USDJPY drops under 158.5
Crypto↗55%
BTC down 15.8% over 30d with flat recent action and low funding pressure sets up for relief stabilization.
2-day forecastCrypto expected to edge higher if perpetual funding stays neutral and spot ETF flows remain positive over next 2 sessions.
Watch
- BTC holds above 62000
- ETH/BTC ratio rises 1%
- funding rate turns positive
Direction ratio 57% bullish:moderate upside bias with contracting breadth
Breadth momentum -17 contracting:narrowing participation raises reversal risk
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| AMD | $511.57 | +2.67σ | 252d | alert | LONG |
| SOXX | $596.25 | +2.66σ | 252d | alert | LONG |
| IWM | $292.95 | +2.26σ | 252d | alert | LONG |
| PDBC | $17.06 | -1.98σ | 30d | watch | SHORT |
| TSM | $423.93 | +1.85σ | 252d | watch | LONG |
| CNY=X | $6.76 | -1.65σ | 252d | watch | SHORT |
Opportunity
PRIMARY
AMD: short bias into extremes
62%
PRIMARY
lithium: long bias on dips with China prints as catalyst
58%
PRIMARY
IWM: fade the ALERT move
61%
SECONDARY
Mean reversion after ALERT sigma moves in semis and small caps: pullback in financials and tech proxies
53%
SECONDARY
Rebound in commodity ETF at -1.98σ lows: support for lithium, copper, and broad commodity prices
48%
SECONDARY
Contracting breadth despite bullish direction ratio: increased risk of reversal in indices
50%
Performance Scorecard CALIBRATED since 2026-06-13
Backtest (1042d):574/1292, 44% [42%-47%], +359.7%
Recent (7d):1/8, 12% [2%-47%], -29.9%
Brier Score:0.261 FAIL (threshold: 0.25)