🌍 Society & Frontier mixed · 6–18 months
A what‑if from the future

What if Fed misreads soft NFP as immigration collapses breakeven payrolls?

An immigration shutdown drops the breakeven payroll pace so far that even healthy hiring prints look weak; the Fed misreads soft NFP as demand softness, holds dovish, and lets wage-driven services inflation run hotter.

24%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 24% · 90% range 0–52% · 12 analogues · measured class labor 40% in 18 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — labor ≈0.3374/yr → 40% in 18 mo40%
Analyst prior · editorial share 76% of the class30%
Pooled · weight 67%25%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)25%
Published24%

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. An immigration shutdown drops the breakeven payroll pace so far that even healthy hiring prints look weak; the Fed misreads soft NFP as demand softness, holds dovish, and lets wage-driven services inflation run hotter. The trigger decomposes into signed root‑shocks — Fed policy path ▼ · Inflation expectations ▲ · Inflation surprise ▲ · Labor shortage ▲ · 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
1Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -0.4%
hist -0.51–+0.16% · other way -0.04% (n=12)
230y Treasury yield DGS30 📈 chartRate▲ +4bp
hist -5.02–+12.6% · other way +1.7% (n=12)
3Solana SOLon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -10.43–+11.5% · other way -15.89% (n=11)
4Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.3%
model prior · unmeasured
510y Treasury yield DGS10 📈 chartRate▲ +4bp
hist -2.93–+8.97% · other way +7.4% (n=12)
6Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -2.01–+1.48% · other way -3.05% (n=11)
7Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.3%
hist -3.68–+1.39% · other way -0.4% (n=12)
8Homebuilders XHB 📈 chartEquity▼ -0.2%
hist -0.63–+0.28% · other way +0.19% (n=12)
9Tech sector XLK 📈 chartEquity▼ -0.2%
hist -0.6–+0.28% · other way +0.42% (n=12)
10MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.2%
hist -5.75–+4.25% · other way +12.99% (n=12)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
Long
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): 30y Treasury yield +4bp · 10y Treasury yield +4bp · Homebuilders -0.2% · Tech sector -0.2%

Historical precedent — what analogous events actually did

Across 12 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.

Turkish lira record low on rate cuts 2021-11 August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 Gold closes above $2,000/oz for the first time 2020-08 February 2018 hot wage print triggers rate scare 2018-02 Bank of Japan introduces Yield Curve Control 2016-09 Bank of Japan Kuroda QQE 'bazooka' 2013-04 Fed announces QE3 2012-09 Silver Thursday 1980-03 Gold peaks at $850 1980-01 1979 Iranian Revolution oil shock 1979-01 Iranian Revolution oil shock 1978-12
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
Gold XAUSHORT-3.4% · 5d -1.4%88%8 0.61✓ matches cascade
NDX NDXLONG+0.4% · 5d -0.8% ↺ fades71%8 0.27⚠ differs
SOL SOLLONG+12.8% · 5d +0.0%67%4 0.25⚠ differs
Bitcoin BTCSHORT-0.7% · 5d -4.8%69%6 0.25·
High-yield credit HYGLONG+0.3% · 5d +0.3%65%8 0.21·
MSTR MSTRSHORT-6.0% · 5d -2.8%65%8 0.18✓ matches cascade
30y yield DGS30LONG+10bp · 5d 0bp ↺ fades56%12 0.11✓ matches cascade
US dollar DXYLONG+0.5% · 5d +0.3%56%12 0.09·
ETH ETHSHORT-1.9% · 5d -2.7%55%5 0.05✓ matches cascade
XLK XLKLONG+0.5% · 5d -0.8% ↺ fades53%8 0.04⚠ differs
Volatility VIXLONG+0.6% · 5d +13.3%53%8 0.04·
10y yield DGS10LONG+6bp · 5d +0bp ↺ fades48%12 0.00✓ matches cascade
XHB XHBLONG+0.5% · 5d -0.1% ↺ fades47%8 0.00⚠ differs

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.