🛢 Energy & Commodities risk-off · 1–3 years
A what‑if from the future

What if Indonesian nickel oversupply crashes prices before a short-covering surge whipsaws them higher?

Indonesian oversupply crashes nickel, then a forced curtailment and short-covering whipsaws it higher, generating extreme volatility that stresses miners and the metal exchange, a boom-bust nickel scenario.

10%
our model probability
over 1–3 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 10% · 90% range 3–18% · 40 analogues · measured class growth 100% in 3 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — growth ≈1.8868/yr → 100% in 3 yr100%
Analyst prior · editorial share 8% of the class8%
Pooled · weight 87%11%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)11%
Published10%

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. Indonesian oversupply crashes nickel, then a forced curtailment and short-covering whipsaws it higher, generating extreme volatility that stresses miners and the metal exchange, a boom-bust nickel scenario. The trigger decomposes into signed root‑shocks — Credit spreads ▲ · Industrial demand ▲ · Inflation surprise ▲ · Risk-parity deleveraging ▲ — 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
1Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -0.3%
hist -0.25–-0.09% · other way +1.86% (n=12)
2High-yield credit HYG 📈 chartRate▼ -0.3%
hist -0.58–+0.05% · other way +1.31% (n=10)
3Freeport (copper) FCX 📈 chartEquity▲ +0.2%
hist -3.42–+1.03% · other way +8.2% (n=12)
4S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.2%
hist -1.21–+0.47% · other way +1.74% (n=12)
5Tech sector XLK 📈 chartEquity▼ -0.2%
hist -0.39–+0.54% · other way +1.94% (n=12)
6Financials XLF 📈 chartEquity▼ -0.2%
hist -0.23–+0.0% · other way -1.49% (n=12)
7MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -0.2%
hist -4.25–+1.34% · other way +21.7% (n=12)
830y Treasury yield DGS30 📈 chartRate▲ +1bp
hist -3.75–+2.08% · other way +4.7% (n=12)
910y Treasury yield DGS10 📈 chartRate▲ +1bp
hist -5.43–+3.1% · other way +3.3% (n=12)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
Long
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): High-yield credit -0.3% · Freeport (copper) +0.2% · Tech sector -0.2% · Financials -0.2% · 30y Treasury yield +1bp · 10y Treasury yield +1bp

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.

Silver Thursday 1980-03 Gold peaks at $850 1980-01 1979 Iranian Revolution oil shock 1979-01 Gold tops $4,000 and silver spikes past $50 in historic squeeze 2025-10 Gold tops $3,000 for the first time amid tariff and rate-cut fears 2025-03 Gold tops $2,500 for the first time on Fed rate-cut bets 2024-08 First Republic Bank seized and sold to JPMorgan 2023-05 Regional-bank panic deepens after Signature seizure 2023-03 August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 Kaisa Group offshore default 2021-12 Turkish lira record low on rate cuts 2021-11 Gold closes above $2,000/oz for the first time 2020-08 February 2018 hot wage print triggers rate scare 2018-02 North Korea sixth nuclear test 2017-09 North Korea 'fire and fury' nuclear scare 2017-08 HYG record outflows in 2014 high-yield rout 2014-10 Mt. Gox collapse 2014-02 Mt. Gox halts withdrawals 2014-02 Gold futures velocity-logic flash crash 2014-01 Cyprus deposit bail-in 2013-03 Spain requests EUR100bn bank bailout 2012-06 Bankia nationalised in Spain's banking crisis 2012-05 Gold all-time peak of $1,921/oz 2011-09 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 Fannie Mae and Freddie Mac conservatorship 2008-09 Crude oil all-time high 2008-07 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 Turkey lets the lira float 2001-02 Mexico $50bn international rescue package 1995-01 Soviet August coup attempt against Gorbachev 1991-08 Hong Kong Stock Exchange four-day closure after Black Monday 1987-10
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
FCX FCXSHORT-3.1% · 5d -1.6%65%34 0.25⚠ differs
Bitcoin BTCSHORT-2.6% · 5d -2.4%64%14 0.24·
High-yield credit HYGSHORT-0.4% · 5d -0.1%62%32 0.20✓ matches cascade
MSTR MSTRSHORT-3.8% · 5d -3.3%62%34 0.17✓ matches cascade
Volatility VIXLONG+6.1% · 5d +5.7%58%36 0.15·
30y yield DGS30SHORT-4bp · 5d -2bp57%40 0.13⚠ differs
10y yield DGS10SHORT-6bp · 5d -3bp53%40 0.06⚠ differs
Gold XAUSHORT-0.5% · 5d -0.0%53%34 0.06·
XLK XLKLONG+0.7% · 5d -0.8% ↺ fades53%34 0.05⚠ differs
XLF XLFSHORT-0.1% · 5d -0.8%53%34 0.05✓ matches cascade
US dollar DXYLONG+0.5% · 5d +0.3%52%40 0.03·
NDX NDXSHORT-0.1% · 5d -1.5%41%37 0.00✓ matches cascade
SPX SPXSHORT-1.1% · 5d -0.2%47%40 0.00✓ 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.