What if a cyberattack shuts down major container ports?
A port-terminal cyber shutdown snarling container flow is a supply-chain/inflation-impulse event — freight rates and goods prices firm while affected logistics names sell; the bundled VIX/credit cascade overstates the financial-contagion leg. Rhymes with the 2017 NotPetya hit on Maersk, which idled terminals globally and cost ~$300m but stayed a sector/supply story, not a market crash. The inflation_surprise root is the right channel.
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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 (electric blue) over time vs the market's (Polymarket, amber), 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. Loading the probability audit trail…
What it would mean
If this plays out, it is a risk-off shock. A cyberattack idles automated cranes and gate systems at major container ports, snarling supply chains for weeks. The trigger decomposes into signed root‑shocks — Financial conditions ▲ · Geopolitical risk ▲ · Inflation surprise ▲ — which propagate through our causal graph to the markets below.