🏛 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 — wisdom of the crowd
loading live odds…
Empirically anchored 9% · 90% range 0–30% · 5 analogues · measured class de_dollarization 13% in 6 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — de_dollarization ≈0.2857/yr → 13% in 6 mo13%
Analyst prior · editorial share 100% of the class22%
Pooled · weight 45%9%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)9%
Published9%

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 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.

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
130y Treasury yield DGS30 📈 chartRate▲ +20bp
hist -14.42–+59.94% · other way -0.2% (n=12)
2MicroStrategy MSTRon Hyperliquid 📈 chartEquity▲ +2.2%
model prior · unmeasured
310y Treasury yield DGS10 📈 chartRate▲ +18bp
hist -16.74–+49.32% · other way -1.9% (n=12)
4Tech sector XLK 📈 chartEquity▼ -1.8%
model prior · unmeasured
5Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -1.5%
model prior · unmeasured
6Bitcoin BTCon Hyperliquid 📈 chartCrypto▲ +1.2%
model prior · unmeasured
7Gold XAUon Hyperliquid 📈 chartCommodity▲ +1.1%
model prior · unmeasured
8Coinbase COINon Hyperliquid 📈 chartEquity▲ +1.0%
model prior · unmeasured
9US dollar (DXY) DXYon Hyperliquid 📈 chartFX▼ -0.9%
hist -1.06–-0.46% · other way -0.18% (n=12)
10S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.8%
hist -1.21–-0.29% · other way +1.89% (n=12)
11EUR/USD EURUSDon Hyperliquid 📈 chartFX▲ +0.8%
model prior · unmeasured
12Arm ARMon Hyperliquid 📈 chartEquity▼ -0.7%
model prior · unmeasured
13Semiconductors SMHon Hyperliquid 📈 chartEquity▼ -0.7%
model prior · unmeasured
14GBP/USD GBPUSDon Hyperliquid 📈 chartFX▲ +0.6%
model prior · unmeasured

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): 30y Treasury yield +20bp · 10y Treasury yield +18bp · Tech sector -1.8% · Homebuilders -0.6% · Turkish lira +0.7% · Indian rupee +0.5%

Historical precedent — what analogous events actually did

Across 5 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.

Russia central-bank reserves frozen 2022-02 US dollar index peaks at its all-time high 1985-02 Volcker Shock 1979-10 Nixon Shock 1971-08 FDR gold confiscation & revaluation 1933-04
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
30y yield DGS30LONG+46bp · 5d +11bp100%3 0.80✓ matches cascade
MU MUSHORT-24.1% · 5d -13.9%100%2 0.75✓ matches cascade
AMD AMDSHORT-7.2% · 5d -7.8%100%2 0.56✓ matches cascade
10y yield DGS10LONG+37bp · 5d +3bp78%4 0.46✓ matches cascade
US dollar DXYLONG+0.1% · 5d +0.9%56%4 0.09⚠ differs
SPX SPXSHORT-0.3% · 5d -0.9%44%4 0.00✓ matches cascade
INTC INTCSHORT-1.0% · 5d -2.4%40%2 0.00✓ matches cascade

Why this probability

Soft auctions recur; outright 30y failure rare, but heavy supply + term-premium pressure live. A base‑rate‑anchored prior, continuously scored against what actually happens — not a forecast.

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.