🏛 Central Banks & Macro risk-off · 1–3 years
A what‑if from the future

What if BOJ normalization lures Japanese savings home, draining global duration?

As hedged JGB yields turn attractive, Japanese institutions repatriate from Treasuries and bunds, lifting global term premia and the yen while pressuring DM duration and risk.

21%
our model probability
over 1–3 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 21% · 90% range 0–46% · 30 analogues · measured class de_dollarization 58% in 3 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — de_dollarization ≈0.2857/yr → 58% in 3 yr58%
Analyst prior · editorial share 38% of the class22%
Pooled · weight 83%22%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)22%
Published21%

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 1–3 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. As hedged JGB yields turn attractive, Japanese institutions repatriate from Treasuries and bunds, lifting global term premia and the yen while pressuring DM duration and risk. The trigger decomposes into signed root‑shocks — US dollar (DXY) ▼ · FX carry appetite ▼ · Yield-curve slope ▲ · Real yields ▲ · 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
1Tech sector XLK 📈 chartEquity▼ -0.6%
hist -0.5–-0.2% · other way +0.75% (n=12)
2Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -0.5%
hist -0.32–-0.15% · other way +0.63% (n=12)
3MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.5%
hist -8.94–+3.99% · other way +23.24% (n=12)
4Solana SOLon Hyperliquid 📈 chartCrypto▼ -0.5%
hist -0.59–-0.06% · other way -3.1% (n=10)
5USD/JPY USDJPYon Hyperliquid 📈 chartFX▼ -0.3%
hist -0.62–+0.69% · other way +0.37% (n=12)
6Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.3%
model prior · unmeasured
7Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -5.0–+3.23% · other way +9.75% (n=11)
8Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -7.37–+5.52% · other way +2.79% (n=11)
930y Treasury yield DGS30 📈 chartRate▲ +3bp
hist -7.43–+3.41% · other way +1.3% (n=12)
1010y Treasury yield DGS10 📈 chartRate▲ +3bp
hist -9.02–+3.91% · other way +2.2% (n=12)
11S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.2%
hist -0.39–+1.07% · other way +0.24% (n=12)
12Semiconductors SMHon Hyperliquid 📈 chartEquity▼ -0.2%
hist -0.31–+0.05% · other way +3.44% (n=12)
13Financials XLF 📈 chartEquity▲ +0.2%
hist -0.09–+0.18% · other way -0.27% (n=12)
14Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.2%
hist -0.51–+0.4% · other way -7.07% (n=12)

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): Tech sector -0.6% · 30y Treasury yield +3bp · 10y Treasury yield +3bp · Financials +0.2% · Homebuilders -0.2%

Historical precedent — what analogous events actually did

Across 30 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 cut from SWIFT + central-bank reserves frozen 2022-02 Louvre Accord 1987-02 FDR gold confiscation & revaluation 1933-04 Nikkei 225 worst single-day crash since 1987 2024-08 Mexico's Sheinbaum landslide + supermajority scare 2024-06 Wagner Group mutiny against the Kremlin 2023-06 Turkish lira hits record low after Erdogan re-election 2023-05 Turkish lira record low on rate cuts 2021-11 Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 Turkish lira crash 2018-08 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 Russian ruble 'Black Tuesday' 2014-12 Russia annexation crisis: Moscow market plunge 2014-03 SNB imposes EUR/CHF 1.20 floor 2011-09 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 Saudi Arabia fixes the riyal to the US dollar at 3.75 1986-06 Plaza Accord dollar devaluation 1985-09 US dollar index peaks at its all-time high 1985-02 Iranian Revolution oil shock 1978-12 Smithsonian Agreement 1971-12 Nixon Shock 1971-08 London Gold Pool collapses 1968-03
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
SOL SOLSHORT-0.2% · 5d -6.7%71%7 0.35✓ matches cascade
High-yield credit HYGSHORT-0.6% · 5d -0.1%71%14 0.34·
XLF XLFSHORT-0.2% · 5d -0.1%67%15 0.31⚠ differs
COIN COINSHORT-0.6% · 5d +0.8% ↺ fades67%6 0.27✓ matches cascade
SPX SPXLONG+1.0% · 5d +0.4%65%28 0.25⚠ differs
30y yield DGS30SHORT-8bp · 5d -3bp64%26 0.22⚠ differs
US dollar DXYSHORT-0.2% · 5d +0.1% ↺ fades61%28 0.22✓ matches cascade
10y yield DGS10SHORT-9bp · 5d -4bp63%28 0.21⚠ differs
MSTR MSTRSHORT-8.4% · 5d -5.4%62%16 0.19✓ matches cascade
ETH ETHSHORT-7.6% · 5d -7.5%62%8 0.17✓ matches cascade
Bitcoin BTCSHORT-5.0% · 5d -4.4%58%12 0.12✓ matches cascade
XHB XHBSHORT-0.8% · 5d -1.3%57%14 0.12✓ matches cascade
EURUSD EURUSDSHORT-0.8% · 5d -1.0%57%14 0.11⚠ differs
NDX NDXSHORT-0.0% · 5d -0.6%55%23 0.09✓ 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.