🏛 Central Banks & Macro risk-off · 0–6 months
A what‑if from the future

What if Hot core CPI forces the Fed to pause an in-progress cutting cycle?

A re-acceleration in core services inflation makes the Fed halt mid-cycle, repricing the path hawkishly; front-end yields jump and equities wobble as the easing trajectory flattens.

20%
our model probability
over 0–6 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 20% · 90% range 3–38% · 29 analogues · measured class vol_spike 31% in 6 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — vol_spike ≈0.7371/yr → 31% in 6 mo31%
Analyst prior · editorial share 78% of the class24%
Pooled · weight 83%21%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)21%
Published20%

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 0–6 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 re-acceleration in core services inflation makes the Fed halt mid-cycle, repricing the path hawkishly; front-end yields jump and equities wobble as the easing trajectory flattens. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▲ · Fed policy path ▲ · Inflation surprise ▲ · Real yields ▲ · 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▼ -1.6%
hist -6.05–+0.78% · other way +5.21% (n=12)
2Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -1.3%
hist -0.94–-0.16% · other way +0.01% (n=12)
3Tech sector XLK 📈 chartEquity▼ -1.2%
hist -0.84–-0.29% · other way +0.81% (n=12)
4Solana SOLon Hyperliquid 📈 chartCrypto▼ -1.2%
hist -2.32–+0.66% · other way +9.81% (n=7)
5Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.9%
hist -3.74–+1.31% · other way +0.35% (n=8)
6Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.9%
model prior · unmeasured
7Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.8%
hist -6.31–+2.75% · other way +10.12% (n=7)
8Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.8%
hist -7.68–+2.84% · other way -5.77% (n=12)
930y Treasury yield DGS30 📈 chartRate▲ +8bp
hist -0.48–+13.09% · other way +14.1% (n=12)
10Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.8%
hist -0.55–-0.15% · other way -0.51% (n=11)
1110y Treasury yield DGS10 📈 chartRate▲ +8bp
hist -0.35–+10.97% · other way +15.2% (n=12)
12Arm ARMon Hyperliquid 📈 chartEquity▼ -0.5%
hist -8.1–+4.34% · other way -15.47% (n=5)
13S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.4%
hist -1.99–+0.51% · other way +3.34% (n=12)
14Coinbase COINon Hyperliquid 📈 chartEquity▼ -0.5%
hist -5.57–+5.51% · other way +17.0% (n=5)

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 cash hedge.
Also moves (not yet on Hyperliquid): Tech sector -1.2% · 30y Treasury yield +8bp · 10y Treasury yield +8bp · Homebuilders -0.4% · 2y Treasury yield +4bp · High-yield credit -0.3%

Historical precedent — what analogous events actually did

Across 29 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.

August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 February 2018 hot wage print triggers rate scare 2018-02 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 Israel strikes Iran — Operation Rising Lion 2025-06 VIX third-highest spike on record 2024-08 May 2022 US CPI sends S&P into a bear market 2022-06 Bank of England's first post-pandemic rate hike 2021-12 Fed retires 'transitory' 2021-11 Turkish lira record low on rate cuts 2021-11 Evergrande debt crisis - global selloff 2021-09 Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 COVID-19 fourth circuit breaker 2020-03 COVID-19 second Level-1 circuit breaker 2020-03 Worst Christmas Eve selloff on record 2018-12 North Korea 'fire and fury' nuclear scare 2017-08 China-led global 'Black Monday' rout 2015-08 Russian ruble 'Black Tuesday' 2014-12 SEC approves Limit Up-Limit Down plan and revised market-wide circuit breakers 2012-05 US-downgrade Black Monday equity rout and VIX spike to 48 2011-08 Egyptian revolution / Mubarak uprising 2011-01 VIX record intraday high of 89.53 2008-10 ECB's ill-timed pre-crisis rate hike 2008-07 The Great Bond Massacre 1994-02 Silver Thursday 1980-03 Gold peaks at $850 1980-01 Volcker Saturday Night Special 1979-10 1979 Iranian Revolution oil shock 1979-01 Iranian Revolution oil shock 1978-12
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
ARM ARMSHORT-7.9% · 5d -0.7%100%2 0.52✓ matches cascade
XHB XHBSHORT-1.0% · 5d -2.1%68%23 0.29✓ matches cascade
MSTR MSTRSHORT-4.6% · 5d -4.9%70%23 0.27✓ matches cascade
TSM TSMSHORT-2.2% · 5d -1.1%66%23 0.25✓ matches cascade
ETH ETHSHORT-5.8% · 5d -6.2%65%14 0.23✓ matches cascade
30y yield DGS30LONG+8bp · 5d +6bp61%29 0.22✓ matches cascade
KRW KRWLONG+0.1% · 5d +0.8%66%23 0.22⚠ differs
Volatility VIXSHORT-7.3% · 5d +8.9% ↺ fades62%24 0.21⚠ differs
AMD AMDSHORT-2.4% · 5d -0.7%63%25 0.19✓ matches cascade
INR INRSHORT-0.3% · 5d +0.4% ↺ fades60%23 0.18✓ matches cascade
SPX SPXSHORT-1.6% · 5d -2.0%58%29 0.16✓ matches cascade
SMH SMHSHORT-0.4% · 5d -0.1%60%23 0.15✓ matches cascade
USDJPY USDJPYLONG+0.5% · 5d +0.3%60%23 0.15✓ matches cascade
XLF XLFSHORT-0.5% · 5d -0.7%58%23 0.15✓ 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.