What if a fatal robot accident triggers a liability shock?
A fatal-robot liability shock reprices automation optionality lower: Nvidia/semis and Tesla sell as regulation threatens the deployment curve, and the disinflation thesis reverses. The market analogue is the 2018 Uber autonomous fatality (Arizona), which froze AV testing and dented the sector. Forward angle: liability/regulation slows but rarely kills the trend — the durable loser is the specific operator and its insurers; the broad semi selloff in the cascade is likely an overreaction to fade after the headline.
how we built this number — every step
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.
What it would mean
If this plays out, it is a risk-off shock. A high-profile fatal robot/autonomous accident triggers a liability and regulation shock. The trigger decomposes into signed root‑shocks — Robotics productivity ▼ — 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.
| Market | Class | Projected move | |
|---|---|---|---|
| 1 | Nvidia NVDAon Hyperliquid 📈 chart | Equity | ▼ -1.5% hist -2.49–+2.91% · other way -3.19% (n=12) |
| 2 | Nasdaq 100 NDXon Hyperliquid 📈 chart | Index | ▼ -1.1% hist -0.89–-0.25% · other way -1.07% (n=12) |
| 3 | Semiconductors SMHon Hyperliquid 📈 chart | Equity | ▼ -1.0% hist -0.76–-0.08% · other way -0.28% (n=12) |
| 4 | AMD AMDon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -2.9–+0.31% · other way -0.96% (n=12) |
| 5 | Broadcom AVGOon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -0.88–+1.22% · other way -0.43% (n=12) |
| 6 | Micron MUon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -7.74–+1.71% · other way +0.87% (n=12) |
| 7 | TSMC TSMon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -0.53–+0.11% · other way -1.8% (n=12) |
| 8 | Marvell MRVLon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -0.68–-0.11% · other way +0.5% (n=12) |
| 9 | Tech sector XLK 📈 chart | Equity | ▼ -0.7% hist -0.55–-0.14% · other way -0.7% (n=12) |
| 10 | ASML ASMLon Hyperliquid 📈 chart | Equity | ▼ -0.6% hist -5.48–+0.35% · other way -2.54% (n=12) |
| 11 | Qualcomm QCOMon Hyperliquid 📈 chart | Equity | ▼ -0.5% hist -3.88–+0.62% · other way -1.82% (n=12) |
| 12 | S&P 500 SPXon Hyperliquid 📈 chart | Index | ▼ -0.4% hist -0.31–+1.79% · other way -1.13% (n=12) |
| 13 | Intel INTCon Hyperliquid 📈 chart | Equity | ▼ -0.4% hist -4.36–+0.8% · other way -4.71% (n=12) |
Probable recommendation
Why we may diverge from history
Trust history long on MRVL/TSM: +3.7%/+2.0% are dominated by AI-silicon idiosyncratics (DeepSeek, ARM, Nvidia capex) that overwhelm a liability/regulation shock — the cascade's regulatory channel is real but second-order to AI capex.
Historical precedent — what analogous events actually did
Across 24 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.
| Asset | History says | Abnormal (20d · 5d) | Hit | n | Confidence | vs cascade |
|---|---|---|---|---|---|---|
| ASML ASML | SHORT | -4.2% · 5d -2.6% | 79% | 23 | 0.43 | ✓ matches cascade |
| SPX SPX | LONG | +1.6% · 5d +0.4% | 76% | 24 | 0.41 | ⚠ differs |
| INTC INTC | SHORT | -3.6% · 5d -3.5% | 68% | 24 | 0.35 | ✓ matches cascade |
| AMD AMD | SHORT | -2.2% · 5d -1.6% | 72% | 24 | 0.34 | ✓ matches cascade |
| Gold XAU | LONG | +1.8% · 5d +0.1% | 71% | 23 | 0.34 | · |
| QCOM QCOM | SHORT | -3.1% · 5d -2.2% | 71% | 23 | 0.30 | ✓ matches cascade |
| MU MU | SHORT | -6.5% · 5d -4.2% | 67% | 23 | 0.26 | ✓ matches cascade |
| XLK XLK | SHORT | -0.2% · 5d -0.4% | 67% | 23 | 0.24 | ✓ matches cascade |
| US dollar DXY | SHORT | -0.4% · 5d -0.3% | 64% | 24 | 0.23 | · |
| High-yield credit HYG | SHORT | -0.5% · 5d -0.0% | 65% | 22 | 0.22 | · |
| 10y yield DGS10 | LONG | +8bp · 5d +0bp | 60% | 24 | 0.16 | · |
| MRVL MRVL | SHORT | -0.3% · 5d -0.0% | 58% | 23 | 0.13 | ✓ matches cascade |
| AVGO AVGO | LONG | +1.5% · 5d -1.2% ↺ fades | 57% | 22 | 0.12 | ⚠ differs |
| TSM TSM | LONG | +0.4% · 5d -0.2% ↺ fades | 54% | 23 | 0.07 | ⚠ differs |
Why this probability
As robots/AVs scale, a fatal accident plus regulatory shock is fairly likely within 3yr. A base‑rate‑anchored prior, continuously scored against what actually happens — not a forecast.