📈 Markets & Finance risk-off · 6–18 months
A what‑if from the future

What if government money-market funds face stress from a T-bill default scare?

Government money-market funds face stress as a sovereign or bill-default scare disrupts the value of short-dated government collateral, threatening a NBFI run.

6%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 6% · 90% range 0–16% · 40 analogues · measured class de_dollarization 35% in 18 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — de_dollarization ≈0.2857/yr → 35% in 18 mo35%
Analyst prior · editorial share 14% of the class5%
Pooled · weight 87%6%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)6%
Published6%

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. Government money-market funds face stress as a sovereign or bill-default scare disrupts the value of short-dated government collateral, threatening a NBFI run. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▲ · Dollar/reserve confidence ▼ · Financial conditions ▲ · 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
1Gold XAUon Hyperliquid 📈 chartCommodity▲ +1.2%
hist -0.07–+1.87% · other way +0.37% (n=12)
2Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +1.0%
hist -0.47–+0.77% · other way -0.58% (n=12)
3Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -0.9%
hist -0.6–-0.32% · other way +0.06% (n=12)
4S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.7%
hist -0.71–-0.1% · other way +0.04% (n=12)
5Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.6%
hist -4.2–+2.24% · other way +4.87% (n=11)
6Solana SOLon Hyperliquid 📈 chartCrypto▼ -0.6%
hist -13.98–+4.59% · other way -1.04% (n=11)
7US dollar (DXY) DXYon Hyperliquid 📈 chartFX▼ -0.6%
hist -0.45–+0.16% · other way +0.89% (n=12)
8Tech sector XLK 📈 chartEquity▼ -0.6%
hist -0.56–+0.28% · other way +0.09% (n=12)
9Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.5%
model prior · unmeasured
10MicroStrategy MSTRon Hyperliquid 📈 chartEquity▲ +0.5%
hist -3.03–+1.19% · other way +27.47% (n=12)
11EUR/USD EURUSDon Hyperliquid 📈 chartFX▲ +0.5%
hist -0.53–+0.64% · other way -0.88% (n=12)
1230y Treasury yield DGS30 📈 chartRate▲ +4bp
hist -7.99–+5.11% · other way +8.8% (n=12)
13High-yield credit HYG 📈 chartRate▼ -0.4%
hist -0.66–+0.02% · other way -0.28% (n=12)
14GBP/USD GBPUSDon Hyperliquid 📈 chartFX▲ +0.4%
hist -0.04–+0.34% · other way -0.73% (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 -0.6% · 30y Treasury yield +4bp · High-yield credit -0.4% · 10y Treasury yield +4bp · Turkish lira +0.4% · Indian rupee +0.3%

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 VIX third-highest spike on record 2024-08 First Republic Bank seized and sold to JPMorgan 2023-05 Regional-bank panic deepens after Signature seizure 2023-03 Russia cut from SWIFT + central-bank reserves frozen 2022-02 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 Worst Christmas Eve selloff on record 2018-12 February 2018 hot wage print triggers rate scare 2018-02 North Korea 'fire and fury' nuclear scare 2017-08 August 24, 2015 ETF flash crash 2015-08 HYG record outflows in 2014 high-yield rout 2014-10 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 Egyptian revolution / Mubarak uprising 2011-01 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 Bear Stearns freezes redemptions on subprime hedge funds 2007-06 New Century Financial bankruptcy 2007-04 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 Turkey lets the lira float 2001-02 Mexico $50bn international rescue package 1995-01 Hong Kong Stock Exchange four-day closure after Black Monday 1987-10 Louvre Accord 1987-02 Penn Square Bank failure 1982-07 Iranian Revolution oil shock 1978-12
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
SOL SOLSHORT-12.6% · 5d -9.8%100%7 0.60✓ matches cascade
AVGO AVGOLONG+4.2% · 5d -0.2% ↺ fades70%25 0.37⚠ differs
JPM JPMSHORT-1.3% · 5d -1.7%63%39 0.23✓ matches cascade
ETH ETHSHORT-3.9% · 5d -4.2%65%11 0.21✓ matches cascade
High-yield credit HYGSHORT-0.4% · 5d -0.3%62%32 0.21✓ matches cascade
MSTR MSTRSHORT-3.0% · 5d -2.9%63%35 0.19⚠ differs
COIN COINLONG+3.7% · 5d +7.2%62%7 0.19✓ matches cascade
KRW KRWSHORT-1.4% · 5d +0.3% ↺ fades60%34 0.18⚠ differs
SMH SMHLONG+1.5% · 5d -0.3% ↺ fades60%35 0.16⚠ differs
XLF XLFSHORT-1.2% · 5d -1.3%58%35 0.16✓ matches cascade
Gold XAULONG+1.1% · 5d +0.3%58%35 0.15✓ matches cascade
30y yield DGS30SHORT-10bp · 5d -3bp58%40 0.15⚠ differs
Volatility VIXSHORT-0.9% · 5d +5.5% ↺ fades57%36 0.12⚠ differs
USDJPY USDJPYLONG+0.3% · 5d -0.1% ↺ fades57%35 0.12⚠ 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.