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

What if Japan exits deflation: BoJ normalizes, global yields drift higher?

Japan durably exits deflation and the BoJ normalizes policy, lifting JGB yields and pulling global yields higher as the carry-funding anchor loosens.

13%
our model probability
over 1–3 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 13% · 90% range 3–22% · 40 analogues · measured class vol_spike 89% in 3 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — vol_spike ≈0.7371/yr → 89% in 3 yr89%
Analyst prior · editorial share 13% of the class12%
Pooled · weight 87%13%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)13%
Published13%

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-off shock. Japan durably exits deflation and the BoJ normalizes policy, lifting JGB yields and pulling global yields higher as the carry-funding anchor loosens. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▲ · FX carry appetite ▼ · Inflation expectations ▲ · 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
1Tech sector XLK 📈 chartEquity▼ -0.6%
hist -0.38–-0.12% · other way +0.69% (n=12)
2Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -0.5%
hist -0.4–-0.01% · other way +0.45% (n=12)
330y Treasury yield DGS30 📈 chartRate▲ +5bp
hist -2.14–+3.58% · other way -6.7% (n=12)
4MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.5%
hist -6.05–+1.78% · other way +13.43% (n=12)
5Solana SOLon Hyperliquid 📈 chartCrypto▼ -0.5%
hist -0.89–+0.39% · other way -2.88% (n=9)
6Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.4%
hist -0.79–+0.7% · other way -11.43% (n=12)
710y Treasury yield DGS10 📈 chartRate▲ +4bp
hist -2.47–+4.05% · other way -7.2% (n=12)
8Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.4%
hist -0.27–-0.16% · other way +1.2% (n=12)
9Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.3%
model prior · unmeasured
10Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -6.97–+2.21% · other way -1.48% (n=10)
11Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.3%
hist -0.86–+0.24% · other way +5.05% (n=11)
12S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.2%
hist -0.45–+0.09% · other way +0.6% (n=12)
13Coinbase COINon Hyperliquid 📈 chartEquity▼ -0.2%
hist -5.44–+6.39% · other way +15.12% (n=9)
14Arm ARMon Hyperliquid 📈 chartEquity▼ -0.2%
hist -3.8–+2.46% · other way -9.62% (n=9)

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 -0.6% · 30y Treasury yield +5bp · 10y Treasury yield +4bp · Homebuilders -0.2%

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.

Turkish lira record low on rate cuts 2021-11 February 2018 hot wage print triggers rate scare 2018-02 August 24, 2015 ETF flash crash 2015-08 Israel strikes Iran — Operation Rising Lion 2025-06 Nikkei 225 worst single-day crash since 1987 2024-08 VIX third-highest spike on record 2024-08 USD/JPY hits a 38-year high before a CPI-driven intervention 2024-07 Mexico's Sheinbaum landslide + supermajority scare 2024-06 Wagner Group mutiny against the Kremlin 2023-06 Turkish lira hits record low after Erdogan re-election 2023-05 August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 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 Turkish lira crash 2018-08 North Korea 'fire and fury' nuclear scare 2017-08 Pravin Gordhan fired in midnight cabinet reshuffle 2017-03 Mexican peso crash on Trump 2016 win 2016-11 Russian ruble 'Black Tuesday' 2014-12 Russia annexation crisis: Moscow market plunge 2014-03 SEC approves Limit Up-Limit Down plan and revised market-wide circuit breakers 2012-05 SNB imposes EUR/CHF 1.20 floor 2011-09 US-downgrade Black Monday equity rout and VIX spike to 48 2011-08 Vietnam dong 9.3% devaluation 2011-02 Egyptian revolution / Mubarak uprising 2011-01 VIX record intraday high of 89.53 2008-10 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 Turkey lets the lira float 2001-02 Yen carry-trade unwind 1998-10 Russia GKO default and ruble moratorium 1998-08 Hong Kong defends the peg with sky-high HIBOR 1997-10 Philippines peso float 1997-07 Thai baht float 1997-07 Mexico $50bn international rescue package 1995-01 Mexican peso devaluation / Tequila Crisis 1994-12 Black Wednesday 1992-09 Argentina Convertibility Plan 1991-04
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
ARM ARMSHORT-3.9% · 5d -0.6%80%5 0.39✓ matches cascade
ETH ETHSHORT-6.2% · 5d -7.6%69%17 0.30✓ matches cascade
XHB XHBSHORT-0.6% · 5d -1.8%68%30 0.30✓ matches cascade
MSTR MSTRSHORT-5.3% · 5d -4.6%62%33 0.17✓ matches cascade
30y yield DGS30SHORT-4bp · 5d +1bp ↺ fades57%40 0.12⚠ differs
High-yield credit HYGSHORT-0.0% · 5d -0.3%53%29 0.05·
10y yield DGS10SHORT-4bp · 5d +1bp ↺ fades52%40 0.04⚠ differs
COIN COINLONG+7.0% · 5d +1.9%52%11 0.04⚠ differs
US dollar DXYLONG+0.5% · 5d +0.4%52%40 0.04·
SPX SPXSHORT-0.3% · 5d -0.7%51%40 0.02✓ matches cascade
XLK XLKLONG+0.1% · 5d -0.4% ↺ fades44%31 0.00⚠ differs
NDX NDXLONG+0.2% · 5d -0.4% ↺ fades48%40 0.00⚠ differs
SOL SOLLONG+0.7% · 5d -8.6% ↺ fades40%12 0.00⚠ differs
Volatility VIXSHORT-1.1% · 5d +5.7% ↺ fades46%40 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.