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.
how we built this number — every step
The class rate is measured from our dated, sourced event library (decade-normalized Poisson — the full table is public at base_rates.json). The variant’s share within its class is the analyst’s editorial call, published so you can audit it. A wider range means thinner precedent. Full recipe: methodology · scored at Reality Check.
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 (gold) over time vs the crowd's (Polymarket, blue), 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. The gold path is an illustrative reconstruction anchored to today's estimate — real dated events, not a live re-estimate history.
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.
If it happens — the markets it would move
Biggest moves first. Projected moves are cascade-model priors; hist A–B% = what comparable past events actually did (measured abnormal returns), and model prior · unmeasured marks markets with no analogue backing yet. Tap any market for its price history.
| Market | Class | Projected move | |
|---|---|---|---|
| 1 | Wheat WHEATon Hyperliquid 📈 chart | Commodity | ▲ +0.6% hist -1.36–+1.56% · other way -3.11% (n=11) |
| 2 | Corn CORNon Hyperliquid 📈 chart | Commodity | ▲ +0.6% hist -0.67–+1.93% · other way -2.77% (n=11) |
| 3 | Solana SOLon Hyperliquid 📈 chart | Crypto | ▼ -0.3% hist -7.09–+6.64% · other way -3.07% (n=10) |
| 4 | Hyperliquid (HYPE) HYPEon Hyperliquid | Crypto | ▼ -0.3% model prior · unmeasured |
| 5 | MicroStrategy MSTRon Hyperliquid 📈 chart | Equity | ▼ -0.3% hist -2.23–+1.44% · other way +30.63% (n=11) |
| 6 | Ether ETHon Hyperliquid 📈 chart | Crypto | ▼ -0.2% hist -7.07–+6.89% · other way +5.06% (n=10) |
| 7 | Semiconductors SMHon Hyperliquid 📈 chart | Equity | ▼ -0.2% hist -0.32–+0.11% · other way +2.87% (n=11) |
| 8 | Nasdaq 100 NDXon Hyperliquid 📈 chart | Index | ▼ -0.2% hist -0.45–+0.34% · other way -0.38% (n=11) |
| 9 | Nvidia NVDAon Hyperliquid 📈 chart | Equity | ▼ -0.2% hist -0.64–+0.3% · other way +5.24% (n=11) |
| 10 | Bitcoin BTCon Hyperliquid 📈 chart | Crypto | ▼ -0.2% hist -4.04–+4.05% · other way +6.9% (n=10) |
| 11 | Natural gas NGon Hyperliquid 📈 chart | Commodity | ▲ +0.1% hist -2.37–+3.59% · other way +10.05% (n=11) |
| 12 | Tech sector XLK 📈 chart | Equity | ▼ -0.1% hist -0.49–+0.48% · other way -0.31% (n=11) |
Probable recommendation
Historical precedent — what analogous events actually did
Across 19 analogous events (overlap‑weighted), as abnormal returns — market beta stripped, so it's the event's own effect, not the market backdrop. Shown at 20 days (persistent) and 5 days (immediate); ↺ fades = the two horizons disagree. Confidence = consistency × sample × significance.
| Asset | History says | Abnormal (20d · 5d) | Hit | n | Confidence | vs cascade |
|---|---|---|---|---|---|---|
| Volatility VIX | LONG | +11.7% · 5d +2.5% | 77% | 13 | 0.44 | · |
| CORN CORN | LONG | +1.6% · 5d -1.4% ↺ fades | 67% | 12 | 0.29 | ✓ matches cascade |
| WHEAT WHEAT | SHORT | -1.9% · 5d -4.4% | 58% | 12 | 0.15 | ⚠ differs |
| SMH SMH | LONG | +0.2% · 5d -1.1% ↺ fades | 58% | 12 | 0.14 | ⚠ differs |
| NG NG | LONG | +3.6% · 5d -2.5% ↺ fades | 58% | 12 | 0.13 | ✓ matches cascade |
| XLK XLK | LONG | +0.6% · 5d -0.8% ↺ fades | 58% | 12 | 0.13 | ⚠ differs |
| NDX NDX | LONG | +0.5% · 5d -0.9% ↺ fades | 55% | 14 | 0.08 | ⚠ differs |
| 10y yield DGS10 | SHORT | -3bp · 5d -1bp | 51% | 19 | 0.02 | · |
| SOL SOL | LONG | +7.2% · 5d -4.3% ↺ fades | 50% | 4 | 0.00 | ⚠ differs |
| MSTR MSTR | SHORT | -2.1% · 5d -2.2% | 42% | 12 | 0.00 | ✓ matches cascade |
| ETH ETH | LONG | +7.5% · 5d -2.4% ↺ fades | 40% | 5 | 0.00 | ⚠ differs |
| NVDA NVDA | SHORT | -0.5% · 5d -2.8% | 50% | 12 | 0.00 | ✓ matches cascade |
| Bitcoin BTC | LONG | +4.5% · 5d +0.4% | 43% | 7 | 0.00 | ⚠ differs |
| Gold XAU | SHORT | -0.5% · 5d -0.7% | 50% | 12 | 0.00 | · |
Why this probability
AMOC collapse signal is a structural tail; abrupt market repricing unprecedented in window. A base‑rate‑anchored prior, continuously scored against what actually happens — not a forecast.