What if intensifying storms damage offshore energy infrastructure in the Gulf and North Sea?
Intensifying storms damage offshore wind, oil and gas and LNG infrastructure across the Gulf and North Sea, raising energy-supply and insurer-loss risk in an acute physical channel.
how we built this number — every step
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.
What it would mean
If this plays out, it is a risk-off shock. Intensifying storms damage offshore wind, oil and gas and LNG infrastructure across the Gulf and North Sea, raising energy-supply and insurer-loss risk in an acute physical channel. The trigger decomposes into signed root‑shocks — Natural gas ▲ · Climate/crop supply ▲ · Credit spreads ▲ · Oil supply risk ▲ — 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.
| Market | Class | Projected move | |
|---|---|---|---|
| 1 | Brent crude BRENTon Hyperliquid 📈 chart | Commodity | ▲ +1.8% hist +0.11–+1.37% · other way -0.75% (n=11) |
| 2 | WTI crude CLon Hyperliquid 📈 chart | Commodity | ▲ +1.5% hist -1.07–+1.51% · other way +2.66% (n=11) |
| 3 | Energy sector XLEon Hyperliquid 📈 chart | Equity | ▲ +1.1% hist -0.44–+2.43% · other way +0.96% (n=11) |
| 4 | Wheat WHEATon Hyperliquid 📈 chart | Commodity | ▲ +0.7% hist -2.17–+1.48% · other way +1.09% (n=11) |
| 5 | Corn CORNon Hyperliquid 📈 chart | Commodity | ▲ +0.7% hist +0.16–+0.48% · other way +1.89% (n=11) |
| 6 | United Airlines UAL 📈 chart | Equity | ▼ -0.9% hist -2.55–+7.17% · other way +7.85% (n=11) |
| 7 | ExxonMobil XOM 📈 chart | Equity | ▲ +0.8% hist -0.63–+3.19% · other way -1.36% (n=12) |
| 8 | Chevron CVX 📈 chart | Equity | ▲ +0.7% hist -0.39–+2.37% · other way +0.06% (n=12) |
| 9 | Delta DAL 📈 chart | Equity | ▼ -0.8% hist -1.29–+3.84% · other way +7.49% (n=11) |
| 10 | Natural gas NGon Hyperliquid 📈 chart | Commodity | ▲ +0.5% hist -3.28–+1.37% · other way +8.46% (n=11) |
| 11 | MicroStrategy MSTRon Hyperliquid 📈 chart | Equity | ▼ -0.3% hist -1.95–+4.23% · other way +15.69% (n=11) |
| 12 | High-yield credit HYG 📈 chart | Rate | ▼ -0.2% hist -1.12–+0.15% · other way +1.39% (n=11) |
| 13 | Nasdaq 100 NDXon Hyperliquid 📈 chart | Index | ▼ -0.2% hist -0.48–+0.05% · other way +0.46% (n=11) |
| 14 | Volatility (VIX) VIXon Hyperliquid 📈 chart | Vol | ▲ +0.2% hist -0.77–+3.34% · other way -13.66% (n=11) |
Probable recommendation
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.
| Asset | History says | Abnormal (20d · 5d) | Hit | n | Confidence | vs cascade |
|---|---|---|---|---|---|---|
| 10y yield DGS10 | LONG | +19bp · 5d +7bp | 69% | 40 | 0.37 | ✓ matches cascade |
| High-yield credit HYG | SHORT | -0.9% · 5d -0.3% | 71% | 32 | 0.32 | ✓ matches cascade |
| DAL DAL | LONG | +3.7% · 5d -0.6% ↺ fades | 65% | 32 | 0.28 | ⚠ differs |
| Volatility VIX | LONG | +2.9% · 5d +2.0% | 67% | 34 | 0.28 | ✓ matches cascade |
| CVX CVX | LONG | +1.8% · 5d +0.3% | 64% | 40 | 0.27 | ✓ matches cascade |
| XOM XOM | LONG | +2.5% · 5d +0.2% | 63% | 40 | 0.25 | ✓ matches cascade |
| 30y yield DGS30 | LONG | +18bp · 5d +8bp | 63% | 40 | 0.25 | ✓ matches cascade |
| UAL UAL | LONG | +6.8% · 5d -0.8% ↺ fades | 63% | 32 | 0.23 | ⚠ differs |
| NG NG | SHORT | -3.2% · 5d -2.3% | 60% | 33 | 0.18 | ⚠ differs |
| NDX NDX | SHORT | -0.3% · 5d -0.9% | 61% | 36 | 0.18 | ✓ matches cascade |
| US dollar DXY | LONG | +0.3% · 5d +0.1% | 60% | 40 | 0.18 | · |
| CORN CORN | LONG | +0.1% · 5d -0.2% ↺ fades | 60% | 33 | 0.17 | ✓ matches cascade |
| MSTR MSTR | LONG | +4.2% · 5d -2.8% ↺ fades | 55% | 33 | 0.09 | ⚠ differs |
| XLF XLF | LONG | +0.5% · 5d -0.2% ↺ fades | 55% | 33 | 0.09 | ⚠ differs |