🏛 Central Banks & Macro mixed · 6–18 months
A what‑if from the future

What if BOJ exits negative rates smoothly with a gradual, telegraphed glide?

The BOJ lifts policy out of negative territory in pre-announced steps, JGB yields drift up in an orderly fashion and the yen firms gently without triggering a carry shock, a calm normalization.

58%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 58% · 90% range 44–72% · 40 analogues · measured class monetary_tightening 98% in 18 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — monetary_tightening ≈2.59/yr → 98% in 18 mo98%
Analyst prior · editorial share 67% of the class66%
Pooled · weight 87%60%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)60%
Published58%

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 6–18 months 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 mixed shock. The BOJ lifts policy out of negative territory in pre-announced steps, JGB yields drift up in an orderly fashion and the yen firms gently without triggering a carry shock, a calm normalization. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▼ · FX carry appetite ▼ · Fed policy path ▲ · 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.

MarketClassProjected move
1Volatility (VIX) VIXon Hyperliquid 📈 chartVol▼ -0.3%
hist -2.28–+0.88% · other way +5.45% (n=12)
2Solana SOLon Hyperliquid 📈 chartCrypto▲ +0.2%
hist -4.39–+6.02% · other way +18.0% (n=2)
3Hyperliquid (HYPE) HYPEon HyperliquidCrypto▲ +0.2%
model prior · unmeasured
4Ether ETHon Hyperliquid 📈 chartCrypto▲ +0.2%
hist -5.43–+2.92% · other way -10.44% (n=5)
5MicroStrategy MSTRon Hyperliquid 📈 chartEquity▲ +0.2%
hist -6.41–+2.01% · other way -0.64% (n=12)
6Turkish lira TRY 📈 chartFX▼ -0.2%
hist -4.63–+1.33% · other way -0.9% (n=12)
72y Treasury yield DGS2Rate▲ +1bp
model prior · unmeasured
830y Treasury yield DGS30 📈 chartRate▲ +1bp
hist -0.94–+3.57% · other way -1.4% (n=12)
910y Treasury yield DGS10 📈 chartRate▲ +1bp
hist -2.03–+6.02% · other way -1.0% (n=12)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
For a common-man portfolio: Mixed for a typical portfolio — the move is more about rotation than direction. Favour the winners over the losers below rather than net exposure.
Also moves (not yet on Hyperliquid): Turkish lira -0.2% · 2y Treasury yield +1bp · 30y Treasury yield +1bp · 10y Treasury yield +1bp

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.

Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 Russian ruble 'Black Tuesday' 2014-12 Nikkei 225 record single-day rebound 2024-08 Nikkei 225 worst single-day crash since 1987 2024-08 Mexico's Sheinbaum landslide + supermajority scare 2024-06 Turkey's central bank hikes to 50% before local elections 2024-03 Egypt's third flotation and 600bp rate hike 2024-03 Wagner Group mutiny against the Kremlin 2023-06 Turkish lira hits record low after Erdogan re-election 2023-05 August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 Russia central-bank reserves frozen 2022-02 Bank of England's first post-pandemic rate hike 2021-12 Turkish lira record low on rate cuts 2021-11 Turkish lira crash 2018-08 Argentina May 2018 peso run and 40% rate hike 2018-05 Jacob Zuma resigns as president 2018-02 Pravin Gordhan fired in midnight cabinet reshuffle 2017-03 Mexican peso crash on Trump 2016 win 2016-11 August 24, 2015 ETF flash crash 2015-08 Russia annexation crisis: Moscow market plunge 2014-03 India rupee hits record low in the taper tantrum 2013-08 Indonesia taper-tantrum current-account shock 2013-08 SNB imposes EUR/CHF 1.20 floor 2011-09 EU/IMF EUR750bn rescue weekend 2010-05 2008 global rice crisis: Thai benchmark tops $1,000/ton 2008-04 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 Turkey lets the lira float 2001-02 Russia GKO default and ruble moratorium 1998-08 Hong Kong defends the peg with sky-high HIBOR 1997-10 Philippines peso float 1997-07 Thai baht float 1997-07 Mexico $50bn international rescue package 1995-01 Mexican peso devaluation / Tequila Crisis 1994-12 The Great Bond Massacre 1994-02 Black Wednesday / ERM crisis 1992-09 Soviet August coup attempt against Gorbachev 1991-08 Louvre Accord 1987-02 US dollar index peaks at its all-time high 1985-02 Volcker Saturday Night Special 1979-10
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
High-yield credit HYGSHORT-0.4% · 5d -0.0%69%26 0.27·
TRY TRYSHORT-4.1% · 5d +0.1% ↺ fades62%27 0.24✓ matches cascade
MSTR MSTRSHORT-5.8% · 5d -3.2%63%29 0.21⚠ differs
ETH ETHSHORT-5.5% · 5d -5.3%61%16 0.15⚠ differs
Gold XAUSHORT-1.5% · 5d -1.6%55%28 0.09·
10y yield DGS10LONG+5bp · 5d +3bp54%40 0.06✓ matches cascade
US dollar DXYLONG+0.6% · 5d +0.6%52%40 0.05·
Volatility VIXSHORT-2.0% · 5d -1.0%53%37 0.04✓ matches cascade
Bitcoin BTCSHORT-3.2% · 5d -3.4%52%20 0.04·
30y yield DGS30LONG+3bp · 5d +1bp51%40 0.02✓ matches cascade
SOL SOLLONG+6.2% · 5d -5.7% ↺ fades41%13 0.00✓ matches cascade

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.