🏛 Central Banks & Macro mixed · 1–3 years
A what‑if from the future

What if Orderly BoJ exit firms the yen and rewards JGB holders?

A patient, data-dependent BoJ exit lets yields drift up without dislocation; the yen strengthens, carry unwinds gently, and Japanese equities and bonds both stabilize.

30%
our model probability
over 1–3 years
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 30% · 90% range 0–67% · 6 analogues · measured class de_dollarization 58% in 3 yr · 3% held back for the unknown
how we built this number — every step
Measured class rate — de_dollarization ≈0.2857/yr → 58% in 3 yr58%
Analyst prior · editorial share 69% of the class40%
Pooled · weight 50%31%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)31%
Published30%

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 mixed shock. A patient, data-dependent BoJ exit lets yields drift up without dislocation; the yen strengthens, carry unwinds gently, and Japanese equities and bonds both stabilize. The trigger decomposes into signed root‑shocks — Dollar/reserve confidence ▼ · Fed policy path ▲ · Risk appetite ▲ · 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
1MicroStrategy MSTRon Hyperliquid 📈 chartEquity▲ +1.5%
hist -1.81–+4.7% · other way +4.57% (n=10)
2Bitcoin BTCon Hyperliquid 📈 chartCrypto▲ +0.8%
hist +0.59–+1.03% · other way -3.04% (n=10)
3Solana SOLon Hyperliquid 📈 chartCrypto▲ +0.8%
hist -7.29–+5.03% · other way +4.01% (n=10)
4Gold XAUon Hyperliquid 📈 chartCommodity▲ +0.6%
hist -1.15–+2.84% · other way +0.37% (n=10)
5Hyperliquid (HYPE) HYPEon HyperliquidCrypto▲ +0.6%
model prior · unmeasured
6Coinbase COINon Hyperliquid 📈 chartEquity▲ +0.6%
hist -5.44–+3.72% · other way +6.8% (n=9)
7Ether ETHon Hyperliquid 📈 chartCrypto▲ +0.5%
hist -0.34–+1.29% · other way -4.69% (n=10)
830y Treasury yield DGS30 📈 chartRate▲ +4bp
hist -15.65–+44.98% · other way +4.0% (n=12)
910y Treasury yield DGS10 📈 chartRate▲ +4bp
hist -19.51–+36.06% · other way +0.6% (n=12)
10US dollar (DXY) DXYon Hyperliquid 📈 chartFX▼ -0.3%
hist -0.52–+0.04% · other way -0.35% (n=12)
11Volatility (VIX) VIXon Hyperliquid 📈 chartVol▼ -0.2%
hist -11.2–+6.1% · other way +11.34% (n=10)
12EUR/USD EURUSDon Hyperliquid 📈 chartFX▲ +0.2%
hist -0.52–+0.93% · other way +0.31% (n=10)
13Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▲ +0.2%
hist -1.89–+1.19% · other way +0.07% (n=11)
14GBP/USD GBPUSDon Hyperliquid 📈 chartFX▲ +0.2%
hist -0.12–+0.5% · other way -0.14% (n=10)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
For a common-man portfolio: Mixed for a typical portfolio — the move is more about rotation than direction. Favour the winners over the losers below rather than net exposure.
Also moves (not yet on Hyperliquid): 30y Treasury yield +4bp · 10y Treasury yield +4bp · Aussie dollar +0.2% · Turkish lira +0.2% · Indian rupee +0.2% · 2y Treasury yield +1bp

Historical precedent — what analogous events actually did

Across 6 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 Bank of England's first post-pandemic rate hike 2021-12 US dollar index peaks at its all-time high 1985-02 Volcker Saturday Night Special 1979-10 Nixon Shock 1971-08 FDR gold confiscation & revaluation 1933-04
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
30y yield DGS30LONG+40bp · 5d +8bp100%4 0.83✓ matches cascade
AUD AUDLONG+3.1% · 5d +2.1%100%2 0.75✓ matches cascade
Volatility VIXSHORT-11.1% · 5d +2.7% ↺ fades100%2 0.59✓ matches cascade
NDX NDXSHORT-2.0% · 5d -1.8%100%2 0.59⚠ differs
SMH SMHSHORT-3.0% · 5d -3.7%100%2 0.58⚠ differs
Gold XAULONG+2.5% · 5d +2.5%100%2 0.57✓ matches cascade
10y yield DGS10LONG+34bp · 5d +2bp82%5 0.55✓ matches cascade
COIN COINSHORT-6.0% · 5d -3.1%100%2 0.48⚠ differs
SOL SOLSHORT-8.0% · 5d -5.0%100%2 0.46⚠ differs
TRY TRYSHORT-0.5% · 5d +7.3% ↺ fades60%2 0.15⚠ differs
High-yield credit HYGSHORT-2.3% · 5d -0.2%60%2 0.15·
EURUSD EURUSDSHORT-0.7% · 5d -0.4%60%2 0.13⚠ differs
ETH ETHLONG+0.8% · 5d -1.8% ↺ fades60%2 0.09✓ matches cascade
US dollar DXYSHORT-0.2% · 5d +0.7% ↺ fades55%5 0.08✓ 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.