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

What if BOJ-Fed policy divergence widens, supercharging the yen carry trade?

A still-easy BOJ against a higher-for-longer Fed widens rate differentials, drawing leverage into yen-funded carry; benign in the near term but building a fragile, crowded position.

19%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 19% · 90% range 9–29% · 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 20% of the class20%
Pooled · weight 87%20%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)20%
Published19%

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. A still-easy BOJ against a higher-for-longer Fed widens rate differentials, drawing leverage into yen-funded carry; benign in the near term but building a fragile, crowded position. The trigger decomposes into signed root‑shocks — US dollar (DXY) ▲ · 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
1USD/JPY USDJPYon Hyperliquid 📈 chartFX▲ +0.6%
hist -0.18–+1.27% · other way -0.26% (n=12)
2US dollar (DXY) DXYon Hyperliquid 📈 chartFX▲ +0.5%
hist -0.01–+0.67% · other way +0.46% (n=12)
3EUR/USD EURUSDon Hyperliquid 📈 chartFX▼ -0.4%
hist -1.32–+0.24% · other way -0.15% (n=12)
4Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.4%
hist -1.73–+0.52% · other way -0.07% (n=12)
5GBP/USD GBPUSDon Hyperliquid 📈 chartFX▼ -0.3%
hist -0.59–+0.04% · other way -0.42% (n=12)
6Solana SOLon Hyperliquid 📈 chartCrypto▲ +0.3%
hist -4.01–+5.64% · other way +18.0% (n=2)
7Hyperliquid (HYPE) HYPEon HyperliquidCrypto▲ +0.3%
model prior · unmeasured
8Ether ETHon Hyperliquid 📈 chartCrypto▲ +0.2%
hist -5.02–+2.91% · other way -10.44% (n=5)
9Korean won KRWon Hyperliquid 📈 chartFX▼ -0.2%
hist -0.85–+0.27% · other way -0.52% (n=12)
10Volatility (VIX) VIXon Hyperliquid 📈 chartVol▼ -0.2%
hist -2.4–+0.99% · other way +5.45% (n=12)
112y Treasury yield DGS2Rate▲ +2bp
model prior · unmeasured
1230y Treasury yield DGS30 📈 chartRate▲ +2bp
hist +0.49–+1.2% · other way -1.4% (n=12)
13Semiconductors SMHon Hyperliquid 📈 chartEquity▲ +0.2%
hist -0.18–+0.57% · other way -0.34% (n=12)
1410y Treasury yield DGS10 📈 chartRate▲ +2bp
hist -0.11–+2.41% · 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): 2y Treasury yield +2bp · 30y Treasury yield +2bp · 10y Treasury yield +2bp

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.

Russia central-bank reserves frozen 2022-02 Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 Russian ruble 'Black Tuesday' 2014-12 Louvre Accord 1987-02 US dollar index peaks at its all-time high 1985-02 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 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 Saudi Arabia fixes the riyal to the US dollar at 3.75 1986-06
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
High-yield credit HYGSHORT-0.5% · 5d -0.0%69%26 0.29·
EURUSD EURUSDSHORT-1.0% · 5d -0.8%61%27 0.19✓ matches cascade
GBPUSD GBPUSDSHORT-0.4% · 5d -0.5%61%27 0.19✓ matches cascade
ETH ETHSHORT-5.2% · 5d -5.1%59%16 0.12⚠ differs
USDJPY USDJPYLONG+0.9% · 5d +0.0%55%32 0.09✓ matches cascade
Gold XAUSHORT-1.4% · 5d -1.6%54%28 0.07✓ matches cascade
Volatility VIXSHORT-2.2% · 5d -0.8%53%37 0.05✓ matches cascade
10y yield DGS10LONG+1bp · 5d +0bp53%40 0.05✓ matches cascade
Bitcoin BTCSHORT-3.0% · 5d -3.3%51%20 0.02·
US dollar DXYLONG+0.4% · 5d +0.5%49%40 0.00✓ matches cascade
SOL SOLLONG+5.7% · 5d -5.5% ↺ fades39%13 0.00✓ matches cascade
KRW KRWSHORT-0.7% · 5d +0.1% ↺ fades49%27 0.00✓ matches cascade
30y yield DGS30SHORT0bp · 5d 0bp49%40 0.00⚠ differs
SMH SMHLONG+0.5% · 5d -1.1% ↺ fades44%28 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.