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

What if buyers strike at the 30-year Treasury auction?

A failed 30y auction lifts term premium and real yields, bear-steepening the curve and hammering long-duration tech via the discount-rate channel, with gold/BTC bid on reserve-confidence loss. The Aug-2023 weak-auction/Fitch-downgrade episode and the 2022 gilt-LDI spiral are the templates: the long end gaps first. Forward angle: with foreign official holdings of USTs a shrinking share, the marginal buyer is now price-sensitive RV/leveraged money, so tails are fatter than the official-buyer era.

9%
our model probability
over 0–6 months
prediction markets — the market's odds
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Anchored to measured history 9% · 90% range 0–31% · 5 dated precedents behind it — a wider range means thinner evidence

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 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. Loading the probability audit trail…

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What it would mean

If this plays out, it is a risk-off shock. A failed 30-year auction sends term premium surging as foreign central banks pull back from duration, steepening curves worldwide. The trigger decomposes into signed root‑shocks — Dollar/reserve confidence ▼ · Fed policy path ▲ · Real yields ▲ — which propagate through our causal graph to the markets below.

Methodology. Probability and impact are anchored to history and scored against what actually happens — wins and losses, in public, at Reality Check. Market odds live from Polymarket & Kalshi. By Vikas Singh, Quantitative Strategist. Updated 2026-08-13.