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

What if Fed adopts nominal-GDP targeting, overhauling the reaction function?

A regime shift to nominal-GDP-level targeting changes how the Fed responds to shocks, tolerating more inflation in downturns; breakevens and the curve steepen as the framework is digested.

26%
our model probability
over 1–3 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 26% · 90% range 7–45% · 10 analogues · measured class monetary_easing 97% in 3 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — monetary_easing ≈1.1779/yr → 97% in 3 yr97%
Analyst prior · editorial share 19% of the class18%
Pooled · weight 62%26%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)26%
Published26%

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-on shock. A regime shift to nominal-GDP-level targeting changes how the Fed responds to shocks, tolerating more inflation in downturns; breakevens and the curve steepen as the framework is digested. The trigger decomposes into signed root‑shocks — Gold ▲ · Yield-curve slope ▲ · Fed policy path ▼ · Inflation expectations ▲ · 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
1MicroStrategy MSTRon Hyperliquid 📈 chartEquity▲ +0.6%
hist -1.78–+3.0% · other way -3.09% (n=11)
2Solana SOLon Hyperliquid 📈 chartCrypto▲ +0.5%
hist -1.67–+2.68% · other way +14.08% (n=7)
3Hyperliquid (HYPE) HYPEon HyperliquidCrypto▲ +0.4%
model prior · unmeasured
4Ether ETHon Hyperliquid 📈 chartCrypto▲ +0.4%
hist -4.81–+5.69% · other way -2.55% (n=7)
5Financials XLF 📈 chartEquity▲ +0.3%
hist -0.69–+1.52% · other way -1.17% (n=11)
6Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▲ +0.3%
hist -0.34–+0.95% · other way +0.29% (n=12)
7Bitcoin BTCon Hyperliquid 📈 chartCrypto▲ +0.3%
hist -3.74–+2.23% · other way -10.53% (n=10)
8Gold XAUon Hyperliquid 📈 chartCommodity▲ +0.3%
hist -1.61–+1.4% · other way +1.25% (n=11)
9Coinbase COINon Hyperliquid 📈 chartEquity▲ +0.3%
hist -8.52–+4.28% · other way +13.29% (n=6)
10Volatility (VIX) VIXon Hyperliquid 📈 chartVol▼ -0.2%
hist -0.56–+0.16% · other way +10.8% (n=12)
11Tech sector XLK 📈 chartEquity▲ +0.3%
hist -0.98–+1.52% · other way +0.43% (n=11)
12S&P 500 SPXon Hyperliquid 📈 chartIndex▲ +0.2%
hist -0.19–+0.57% · other way -0.31% (n=12)
13High-yield credit HYG 📈 chartRate▲ +0.2%
hist -0.03–+0.36% · other way +0.36% (n=10)

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: A typical stock-heavy portfolio should benefit. Stay invested; you can lean modestly into the beneficiaries below.
Also moves (not yet on Hyperliquid): Financials +0.3% · Tech sector +0.3% · High-yield credit +0.2%

Historical precedent — what analogous events actually did

Across 10 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.

Bank of Japan Kuroda QQE 'bazooka' 2013-04 India RBI growth-pivot rate cut 2025-12 Nasdaq Composite first close above 20000 2024-12 Bank of England's first post-pandemic rate hike 2021-12 Turkish lira record low on rate cuts 2021-11 S&P 500 first close above 4000 2021-04 US 2020 election 'divided government' relief rally 2020-11 Bank of Japan introduces Yield Curve Control 2016-09 Fed surprise inter-meeting cut 2001-01 Volcker Saturday Night Special 1979-10
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
COIN COINSHORT-8.5% · 5d -0.1%100%4 0.58⚠ differs
Bitcoin BTCSHORT-4.0% · 5d -3.2%86%7 0.49⚠ differs
High-yield credit HYGLONG+0.2% · 5d -0.1% ↺ fades76%8 0.37✓ matches cascade
XLF XLFLONG+1.3% · 5d -0.6% ↺ fades68%9 0.30✓ matches cascade
Gold XAUSHORT-1.9% · 5d -0.8%68%9 0.30⚠ differs
10y yield DGS10LONG+20bp · 5d +6bp67%10 0.28·
US dollar DXYSHORT-0.0% · 5d -0.1%62%10 0.19·
Volatility VIXSHORT-0.4% · 5d -3.8%53%9 0.03✓ matches cascade
MSTR MSTRLONG+2.6% · 5d -3.4% ↺ fades32%9 0.00✓ matches cascade
SOL SOLLONG+2.2% · 5d -1.6% ↺ fades33%6 0.00✓ matches cascade
ETH ETHLONG+5.7% · 5d +1.6%50%6 0.00✓ matches cascade
NDX NDXLONG+0.7% · 5d -0.2% ↺ fades47%9 0.00✓ matches cascade
XLK XLKLONG+1.4% · 5d +0.9%42%9 0.00✓ matches cascade
SPX SPXLONG+0.4% · 5d +0.4%43%10 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.