What if an AMOC slowdown signal abruptly reprices climate risk?
An AMOC-slowdown signal is a risk-repricing headline more than a supply event: the actionable read is a modest risk-off bid (Solana and high-beta down, spreads wider) layered on a Northern-Hemisphere crop-stress premium in Wheat/Corn. No true analogue exists; the closest behavioral rhyme is a fat-tail climate scare that fades fast, like episodic gold safe-haven spikes. Forward angle: the science lead time is decades, so any market move is sentiment, fundable to fade.
Every number ships with its receipt — the odds, the range, the precedents, and a public grade at Reality Check. The statistical machinery that produces it is proprietary.
The butterfly cascade
How this trigger trickles across markets, left → right — the root shock, its first‑order moves, then the ripple effects. Drag any node; tap a market for its real price history.
Resolution timeline — how this probability is moving
Our model's odds (electric blue) over time vs the market's (Polymarket, amber), from the past toward the 3–10 years horizon. Each dot is a real macro event that nudged the probability — green pushed it up, red pushed it down. Tap a dot for the source. Loading the probability audit trail…
What it would mean
If this plays out, it is a mixed shock. An Atlantic-current (AMOC) slowdown signal abruptly reprices climate risk. The trigger decomposes into signed root‑shocks — Climate/crop supply ▲ · Risk appetite ▼ — which propagate through our causal graph to the markets below.