🏛 Central Banks & Macro risk-off · 3–10 years
A what‑if from the future

What if structural coal-demand decline strands the fiscal base of coal-exporting emerging economies?

A structural global coal-demand decline strands the export revenue and fiscal base of coal-dependent emerging economies, pressuring their FX and credit.

9%
our model probability
over 3–10 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 9% · 90% range 2–16% · 40 analogues · measured class growth 100% in 10 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — growth ≈1.8868/yr → 100% in 10 yr100%
Analyst prior · editorial share 6% of the class6%
Pooled · weight 87%9%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)9%
Published9%

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 structural global coal-demand decline strands the export revenue and fiscal base of coal-dependent emerging economies, pressuring their FX and credit. The trigger decomposes into signed root‑shocks — EM currencies ▼ · Climate/crop supply ▲ · Credit spreads ▲ · Industrial demand ▼ — 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
1Turkish lira TRY 📈 chartFX▼ -0.6%
hist -0.58–+0.49% · other way +0.01% (n=9)
2Indian rupee INR 📈 chartFX▼ -0.5%
hist -1.04–+0.18% · other way +0.22% (n=9)
3Wheat WHEATon Hyperliquid 📈 chartCommodity▲ +0.5%
hist -0.34–+1.41% · other way -1.98% (n=10)
4Corn CORNon Hyperliquid 📈 chartCommodity▲ +0.4%
hist -0.33–+0.49% · other way +0.48% (n=10)
5High-yield credit HYG 📈 chartRate▼ -0.3%
hist -0.61–+0.06% · other way +1.76% (n=8)
6Chinese yuan CNY 📈 chartFX▼ -0.3%
hist -0.34–-0.04% · other way -0.09% (n=9)
7Freeport (copper) FCX 📈 chartEquity▼ -0.2%
hist -4.04–+0.8% · other way +9.52% (n=10)
8Financials XLF 📈 chartEquity▼ -0.2%
hist -0.88–+0.21% · other way -1.89% (n=10)
9MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.2%
hist -4.41–+1.5% · other way +19.86% (n=10)
10JPMorgan JPM 📈 chartEquity▼ -0.2%
hist -1.58–+0.28% · other way -1.09% (n=10)
11Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.2%
hist -2.81–+7.94% · other way -9.52% (n=10)

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): Turkish lira -0.6% · Indian rupee -0.5% · High-yield credit -0.3% · Chinese yuan -0.3% · Freeport (copper) -0.2% · Financials -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 Gold tops $2,500 for the first time on Fed rate-cut bets 2024-08 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 Silver Thursday 1980-03 Gold peaks at $850 1980-01 Iran hostage crisis / US freezes Iranian assets 1979-11
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
FCX FCXSHORT-3.4% · 5d -1.6%69%32 0.32✓ matches cascade
JPM JPMSHORT-1.3% · 5d -1.8%69%38 0.32✓ matches cascade
Bitcoin BTCSHORT-0.1% · 5d -0.2%64%11 0.25·
High-yield credit HYGSHORT-0.4% · 5d -0.0%60%30 0.16✓ matches cascade
XLF XLFSHORT-0.7% · 5d -1.0%59%32 0.16✓ matches cascade
Volatility VIXLONG+7.3% · 5d +2.3%59%34 0.16✓ matches cascade
MSTR MSTRSHORT-4.0% · 5d -3.0%59%32 0.14✓ matches cascade
10y yield DGS10SHORT-11bp · 5d -5bp54%40 0.08·
TRY TRYLONG+0.8% · 5d +1.0%55%31 0.07⚠ differs
WHEAT WHEATLONG+1.1% · 5d -1.4% ↺ fades53%32 0.06✓ matches cascade
US dollar DXYLONG+0.4% · 5d +0.2%51%40 0.01·
INR INRSHORT-0.7% · 5d -0.1%42%31 0.00✓ matches cascade
CORN CORNSHORT-0.6% · 5d -0.4%50%32 0.00⚠ differs
CNY CNYSHORT-0.1% · 5d -0.0%45%31 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.