What if truck bombs hit two cities' financial districts at once?
Simultaneous financial-district truck bombings are a liquidity-and-confidence shock: market closures force a flight to safety, so the clean move is Treasuries/gold bid while high-beta equities and crypto (the only venue open) get dumped first -- the cascade's crypto leg is right. Rhymes with 9/11 (NYSE shut four days, ~12% drop on reopening) and the muted-but-real 2005 London 7/7 hit. Transmission: financials, insurers and broker-dealers; no commodity channel. Forward: historically these selloffs are V-shaped, so the actionable edge is buying the reopening capitulation.
Every number ships with its receipt — the odds, the range, the precedents, and a public grade at Reality Check. The statistical machinery that produces it is proprietary.
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 (electric blue) over time vs the market's (Polymarket, amber), 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. Loading the probability audit trail…
What it would mean
If this plays out, it is a risk-off shock. Simultaneous truck bombings strike financial districts in two global cities, triggering market closures and a flight to safety. The trigger decomposes into signed root‑shocks — Geopolitical risk ▲ · Risk appetite ▼ — which propagate through our causal graph to the markets below.