OWNER DASHBOARD
Generated: 2026-04-12 14:00 UTC | Regime: RISK_ON_GOLD_BULL (78%, 14d)
1. Capital Snapshot
| Metric |
Value |
| Total Capital |
$1,000,000 |
| Gross Exposure |
$620,000 (0.62x) |
| Net Exposure |
$380,000 (0.38x) |
| Cash |
$380,000 (38.0%) |
| Margin Used |
$124,000 (12.4%) |
| Window |
Deflated Sharpe |
Raw Sharpe |
Return |
Max DD |
| 1M |
1.42 |
1.68 |
+2.15% |
1.20% |
| 3M |
1.28 |
1.55 |
+5.80% |
2.40% |
| 6M |
1.15 |
1.42 |
+9.20% |
3.10% |
| 12M |
1.05 |
1.30 |
+14.50% |
4.80% |
| ITD |
0.98 |
1.22 |
+18.40% |
5.20% |
- Hit Rate: 62.0% | Profit Factor: 1.85 | Annual Turnover: 8.2x
3. Monthly Income Projection
Formula: Monthly = Capital x DSR x Vol_Target x (1/sqrt(12)) - Costs
95% CI: +/- 1.96 x Capital x Vol_Target x (1/sqrt(12)) / sqrt(12)
DSR = 1.50 | Vol Target = 15% | Monthly Costs = $500
| Capital |
Monthly Income (est.) |
95% CI |
Annual |
| $100,000 |
$6,000/mo |
$-3,645 -- $15,645 |
$72,003 |
| $250,000 |
$15,626/mo |
$-8,487 -- $39,738 |
$187,507 |
| $500,000 |
$31,751/mo |
$-16,475 -- $79,977 |
$381,015 |
| $1,000,000 |
$64,002/mo |
$-32,449 -- $160,453 |
$768,029 |
| $3,000,000 |
$192,507/mo |
$-96,849 -- $481,862 |
$2,310,087 |
| $6,000,000 |
$385,513/mo |
$-193,197 -- $964,224 |
$4,626,175 |
Honest note on DSR assumptions: A DSR of 1.5 is top-decile (of systematic
PM funds). Median achieves 0.8--1.2. Until backtests are re-run with the corrected engine
(lookahead fix, purged CV, OOS validation), all projections above are theoretical.
CI width reflects monthly return volatility only -- it does not capture model risk,
regime shifts, or capacity constraints.
4. Per-Strategy P&L
| Strategy |
P&L Today |
P&L MTD |
P&L YTD |
Sharpe |
Decay Flag |
Weight |
| GoldMomentum |
+$1,200 |
+$5,200 |
+$25,400 |
1.65 |
-- |
18.0% |
| VIX_MeanRevert |
+$800 |
+$3,100 |
+$14,200 |
1.42 |
-- |
14.0% |
| SilverRatio |
+$450 |
+$2,400 |
+$11,800 |
1.28 |
-- |
12.0% |
| MinerPair_GDXJ |
-$320 |
-$1,800 |
+$3,200 |
0.72 |
WARN |
8.0% |
| RateHedge_IEF |
-$180 |
-$900 |
+$1,600 |
0.55 |
-- |
6.0% |
5. Factor Exposures
| Factor |
Exposure |
Limit |
Status |
| Real Rate (DFII10) |
+0.18 |
+/-0.30 |
OK |
| DXY |
-0.12 |
+/-0.25 |
OK |
| Volatility (VIX) |
+0.08 |
+/-0.20 |
OK |
| Curve (10Y-2Y) |
+0.05 |
+/-0.20 |
OK |
| Equity (SPX beta) |
-0.04 |
+/-0.15 |
OK |
| Crypto (BTC beta) |
+0.02 |
+/-0.10 |
OK |
| Industrial (CPER) |
+0.06 |
+/-0.15 |
OK |
6. Regime
| Attribute |
Value |
| Current Tag |
RISK_ON_GOLD_BULL |
| Confidence |
78% |
| Duration |
14 days |
| Previous |
TRANSITION |
| Transition Signal |
Gold > 200d MA + real rates falling |
7. Risk
| Metric |
Value |
Limit |
Status |
| Kill-Switch Tier |
nominal |
-- |
OK |
| VaR (95%) |
1.80% |
3.0% |
OK |
| VaR (99%) |
2.90% |
5.0% |
OK |
| CVaR (95%) |
2.40% |
5.0% |
OK |
| Worst Stress |
2008 GFC Replay: -6.20% |
-10% |
OK |
| Daily Loss |
-0.32% |
-3.0% |
OK |
| Weekly Loss |
-0.85% |
-5.0% |
OK |
| Max DD vs Limit |
3.10% / 15.00% |
-- |
OK |
8. Capacity
| Strategy |
Utilisation |
Headroom |
Max Capacity |
| GoldMomentum |
45% |
$1,100,000 |
$2,000,000 |
| VIX_MeanRevert |
30% |
$700,000 |
$1,000,000 |
| SilverRatio |
55% |
$337,500 |
$750,000 |
9. Nearest Failure Modes
| # |
Risk |
Probability |
Impact |
Mitigation |
| 1 |
Liquidity dry-up in SILJ/SLVP |
Medium |
High |
Pre-set exit triggers |
| 2 |
Regime misclassification |
Medium |
Medium |
Multi-model ensemble |
| 3 |
Correlated drawdown across PM |
Low |
High |
Cross-asset hedges via UUP/IEF |
10. Action Items
| Priority |
Item |
Owner |
Due |
Status |
| P0 |
Connect live portfolio feed |
Eng |
2026-04-15 |
Open |
| P1 |
Calibrate regime model on 2025 data |
Quant |
2026-04-20 |
Open |
| P2 |
Backtest silver-miner momentum |
Quant |
2026-04-25 |
Open |
Dashboard generated by scripts/generate_dashboard.py | Next refresh: Tomorrow 06:00 UTC