⚔ Geopolitics risk-off · 6–18 months
A what‑if from the future

What if a geopolitical rupture over Taiwan sparks global dollar-funding stress?

A major geopolitical rupture (Taiwan/Middle East) sparks global risk-off, dollar-funding stress and a flight from credit that transmits straight to bank balance sheets.

5%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 5% · 90% range 0–11% · 40 analogues · measured class vol_spike 67% in 18 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — vol_spike ≈0.7371/yr → 67% in 18 mo67%
Analyst prior · editorial share 4% of the class3%
Pooled · weight 87%5%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)5%
Published5%

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 risk-off shock. A major geopolitical rupture (Taiwan/Middle East) sparks global risk-off, dollar-funding stress and a flight from credit that transmits straight to bank balance sheets. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▲ · Credit spreads ▲ · Geopolitical risk ▲ · 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
1Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +10.0%
hist +3.54–+6.69% · other way -3.55% (n=12)
2Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -4.4%
hist -2.85–-1.06% · other way +0.4% (n=12)
3Tech sector XLK 📈 chartEquity▼ -2.9%
hist -2.02–-0.56% · other way +0.42% (n=12)
4S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -2.5%
hist -2.28–-0.55% · other way -0.7% (n=12)
5MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -2.6%
hist -2.12–+0.18% · other way +25.41% (n=12)
6Solana SOLon Hyperliquid 📈 chartCrypto▼ -2.0%
hist -3.3–+0.29% · other way -3.1% (n=11)
7Semiconductors SMHon Hyperliquid 📈 chartEquity▼ -2.0%
hist -1.16–+0.73% · other way +3.07% (n=12)
8Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -1.6%
model prior · unmeasured
9High-yield credit HYG 📈 chartRate▼ -1.5%
hist -1.07–-0.34% · other way -0.07% (n=12)
10Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -1.4%
hist -3.01–+0.53% · other way +6.5% (n=11)
11Ether ETHon Hyperliquid 📈 chartCrypto▼ -1.4%
hist -8.04–+2.43% · other way +6.3% (n=11)
12Nvidia NVDAon Hyperliquid 📈 chartEquity▼ -1.4%
hist -1.21–+0.18% · other way +3.1% (n=12)
13Gold XAUon Hyperliquid 📈 chartCommodity▲ +1.1%
hist -0.16–+2.0% · other way -0.42% (n=12)
14Financials XLF 📈 chartEquity▼ -1.0%
hist -1.57–+0.09% · other way -0.06% (n=12)

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 gold hedge.
Also moves (not yet on Hyperliquid): Tech sector -2.9% · High-yield credit -1.5% · Financials -1.0% · JPMorgan -0.8% · Lockheed +0.6% · Northrop +0.6%

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.

Israel strikes Iran — Operation Rising Lion 2025-06 North Korea 'fire and fury' nuclear scare 2017-08 Egyptian revolution / Mubarak uprising 2011-01 China retaliates to Liberation Day: 34% tariffs + rare-earth controls 2025-04 Gold tops $3,000 for the first time amid tariff and rate-cut fears 2025-03 October 2024 Iranian ballistic-missile attack on Israel 2024-10 VIX third-highest spike on record 2024-08 Niger coup d'etat 2023-07 Wagner Group mutiny against the Kremlin 2023-06 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 Evergrande debt crisis - global selloff 2021-09 COVID-19 fourth circuit breaker 2020-03 Saudi-Russia oil price war 2020-03 Chinese yuan breaks 7 per dollar; US names China manipulator 2019-08 Worst Christmas Eve selloff on record 2018-12 Bitcoin Cash hash war capitulation 2018-11 February 2018 hot wage print triggers rate scare 2018-02 North Korea sixth nuclear test 2017-09 China-led global 'Black Monday' rout 2015-08 OPEC abandons output defense, opting for market share vs US shale 2014-11 HYG record outflows in 2014 high-yield rout 2014-10 Thailand 2014 military coup 2014-05 Mt. Gox collapse 2014-02 Mt. Gox halts withdrawals 2014-02 Cyprus deposit bail-in 2013-03 Spain requests EUR100bn bank bailout 2012-06 SEC approves Limit Up-Limit Down plan and revised market-wide circuit breakers 2012-05 Bankia nationalised in Spain's banking crisis 2012-05 US-downgrade Black Monday equity rout and VIX spike to 48 2011-08 Portugal requests EU-IMF bailout 2011-04 Greece first EU/IMF bailout 2010-05 Greece requests EU/IMF bailout 2010-04 Anglo Irish Bank nationalisation 2009-01 VIX record intraday high of 89.53 2008-10 Fannie Mae and Freddie Mac conservatorship 2008-09 IndyMac Bank seized by the Office of Thrift Supervision 2008-07 Northern Rock bank run 2007-09 American Home Mortgage bankruptcy 2007-08
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
COIN COINLONG+10.8% · 5d +5.8%74%11 0.42⚠ differs
AVGO AVGOLONG+3.9% · 5d -0.1% ↺ fades65%34 0.28⚠ differs
RTX RTXSHORT-1.4% · 5d -1.1%67%40 0.27⚠ differs
ETH ETHSHORT-6.9% · 5d -6.2%66%17 0.23✓ matches cascade
US dollar DXYLONG+0.6% · 5d +0.2%64%40 0.23✓ matches cascade
SMH SMHLONG+1.4% · 5d +0.2%63%40 0.20⚠ differs
INR INRSHORT-0.6% · 5d +0.0% ↺ fades61%40 0.20✓ matches cascade
Gold XAULONG+1.3% · 5d +0.2%60%40 0.19✓ matches cascade
High-yield credit HYGSHORT-0.3% · 5d -0.2%60%40 0.16✓ matches cascade
TRY TRYSHORT-0.1% · 5d +1.3% ↺ fades58%40 0.12✓ matches cascade
AUD AUDSHORT-0.4% · 5d +0.1% ↺ fades57%40 0.12✓ matches cascade
QCOM QCOMSHORT-1.9% · 5d -1.2%58%40 0.11✓ matches cascade
KRW KRWSHORT-1.1% · 5d +0.2% ↺ fades55%40 0.10✓ matches cascade
EURUSD EURUSDSHORT-0.8% · 5d -0.1%55%40 0.09✓ 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.