📈 Markets & Finance risk-off · 3–10 years
A what‑if from the future

What if a faster EV shift depresses ICE residual values and impairs auto-lease ABS?

A faster EV shift depresses ICE residual values underpinning auto-lease ABS, impairing securitisations built on combustion-vehicle resale assumptions.

12%
our model probability
over 3–10 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 12% · 90% range 3–20% · 40 analogues · measured class tech_ai_bull 94% in 10 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — tech_ai_bull ≈0.2842/yr → 94% in 10 yr94%
Analyst prior · editorial share 6% of the class6%
Pooled · weight 87%12%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)12%
Published12%

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.

loading the timeline…

What it would mean

If this plays out, it is a risk-off shock. A faster EV shift depresses ICE residual values underpinning auto-lease ABS, impairing securitisations built on combustion-vehicle resale assumptions. The trigger decomposes into signed root‑shocks — Job displacement ▲ · Climate/crop supply ▲ · Consumer spending ▼ · Credit spreads ▲ — 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.

MarketClassProjected move
1High-yield credit HYG 📈 chartRate▼ -0.4%
hist -0.57–+0.01% · other way -0.4% (n=11)
2Wheat WHEATon Hyperliquid 📈 chartCommodity▲ +0.4%
hist -0.53–+1.59% · other way -3.01% (n=11)
3Corn CORNon Hyperliquid 📈 chartCommodity▲ +0.3%
hist -0.62–+0.51% · other way -3.58% (n=11)
4Financials XLF 📈 chartEquity▼ -0.3%
hist -0.79–+0.16% · other way -0.29% (n=11)
5MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.3%
hist -5.46–+1.81% · other way +17.24% (n=11)
6JPMorgan JPM 📈 chartEquity▼ -0.2%
hist -1.45–+0.3% · other way +1.13% (n=11)
7S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.2%
hist -0.66–+0.19% · other way -0.59% (n=12)
8Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.2%
hist -2.62–+7.65% · other way -6.53% (n=11)
9Semiconductors SMHon Hyperliquid 📈 chartEquity▼ -0.1%
hist -0.51–+1.26% · other way +1.59% (n=11)
10Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.1%
hist -1.99–+0.73% · other way +3.36% (n=9)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
Cash / hedgeRaise cash and hold the long hedges above; this scenario is net risk-off.
For a common-man portfolio: A typical stock-heavy portfolio is at risk. Consider trimming equities, raising cash, and a small cash hedge.
Also moves (not yet on Hyperliquid): High-yield credit -0.4% · Financials -0.3% · JPMorgan -0.2%

Historical precedent — what analogous events actually did

Across 40 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.

Chernobyl disaster 1986-04 Gold tops $4,000 and silver spikes past $50 in historic squeeze 2025-10 Gold tops $3,000 for the first time amid tariff and rate-cut fears 2025-03 TSMC slumps as DeepSeek roils AI-chip demand assumptions 2025-02 Gold tops $2,500 for the first time on Fed rate-cut bets 2024-08 Megacap AI-capex doubt selloff 2024-07 Nvidia AI-guidance blowout ignites the automation/AI capex wave 2023-05 First Republic Bank seized and sold to JPMorgan 2023-05 Regional-bank panic deepens after Signature seizure 2023-03 Kaisa Group offshore default 2021-12 Gold closes above $2,000/oz for the first time 2020-08 IPBES warns ~1 million species face extinction 2019-05 North Korea sixth nuclear test 2017-09 North Korea 'fire and fury' nuclear scare 2017-08 HYG record outflows in 2014 high-yield rout 2014-10 Mt. Gox collapse 2014-02 Mt. Gox halts withdrawals 2014-02 Gold futures velocity-logic flash crash 2014-01 Cyprus deposit bail-in 2013-03 Spain requests EUR100bn bank bailout 2012-06 Bankia nationalised in Spain's banking crisis 2012-05 Gold all-time peak of $1,921/oz 2011-09 Portugal requests EU-IMF bailout 2011-04 Egyptian revolution / Mubarak uprising 2011-01 Greece first EU/IMF bailout 2010-05 Greece requests EU/IMF bailout 2010-04 Anglo Irish Bank nationalisation 2009-01 Fannie Mae and Freddie Mac conservatorship 2008-09 IndyMac Bank seized by the Office of Thrift Supervision 2008-07 2008 global rice / food price crisis peak 2008-04 2008 global rice crisis: Thai benchmark tops $1,000/ton 2008-04 Northern Rock bank run 2007-09 American Home Mortgage bankruptcy 2007-08 Bear Stearns freezes redemptions on subprime hedge funds 2007-06 New Century Financial bankruptcy 2007-04 Turkey lets the lira float 2001-02 Mexico $50bn international rescue package 1995-01 Soviet August coup attempt against Gorbachev 1991-08 Hong Kong Stock Exchange four-day closure after Black Monday 1987-10 Penn Square Bank failure 1982-07
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
Bitcoin BTCSHORT-1.8% · 5d -0.4%71%14 0.39✓ matches cascade
JPM JPMSHORT-1.2% · 5d -1.5%65%40 0.26✓ matches cascade
Volatility VIXLONG+7.0% · 5d +1.9%59%37 0.17✓ matches cascade
SMH SMHLONG+1.2% · 5d -0.9% ↺ fades60%35 0.17⚠ differs
MSTR MSTRSHORT-4.9% · 5d -3.1%60%35 0.15✓ matches cascade
High-yield credit HYGSHORT-0.3% · 5d -0.0%58%33 0.12✓ matches cascade
XLF XLFSHORT-0.6% · 5d -0.9%57%35 0.12✓ matches cascade
Gold XAULONG+0.0% · 5d -0.1% ↺ fades54%35 0.08·
10y yield DGS10SHORT-12bp · 5d -6bp54%40 0.08·
WHEAT WHEATLONG+1.3% · 5d -1.3% ↺ fades51%35 0.03✓ matches cascade
CORN CORNSHORT-0.8% · 5d -0.4%51%35 0.03⚠ differs
SPX SPXSHORT-0.5% · 5d +0.1% ↺ fades43%40 0.00✓ matches cascade
US dollar DXYLONG+0.3% · 5d +0.2%48%40 0.00·

Methodology. Probability and impact are anchored to history and scored against what actually happens — wins and losses, in public, at Reality Check. Crowd odds live from Polymarket & Kalshi. By Vikas Singh, Quantitative Strategist. Updated 2026-07-03.