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.
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 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.
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.
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 | Volatility (VIX) VIXon Hyperliquid 📈 chart | Vol | ▲ +3.8% hist -0.6–+6.66% · other way -7.65% (n=12) |
| 2 | Nasdaq 100 NDXon Hyperliquid 📈 chart | Index | ▼ -1.4% hist -0.94–-0.15% · other way +0.15% (n=12) |
| 3 | Tech sector XLK 📈 chart | Equity | ▼ -1.0% hist -0.81–+0.29% · other way +0.34% (n=12) |
| 4 | S&P 500 SPXon Hyperliquid 📈 chart | Index | ▼ -0.7% hist -2.03–+0.51% · other way +0.5% (n=12) |
| 5 | MicroStrategy MSTRon Hyperliquid 📈 chart | Equity | ▼ -0.7% hist -0.5–-0.13% · other way +32.18% (n=12) |
| 6 | Solana SOLon Hyperliquid 📈 chart | Crypto | ▼ -0.6% hist -1.16–+0.26% · other way -2.53% (n=11) |
| 7 | Semiconductors SMHon Hyperliquid 📈 chart | Equity | ▼ -0.6% hist -0.74–+1.49% · other way +1.87% (n=12) |
| 8 | Ether ETHon Hyperliquid 📈 chart | Crypto | ▼ -0.4% hist -7.95–+3.44% · other way +6.04% (n=11) |
| 9 | High-yield credit HYG 📈 chart | Rate | ▼ -0.5% hist -0.76–+0.03% · other way -0.22% (n=12) |
| 10 | Hyperliquid (HYPE) HYPEon Hyperliquid | Crypto | ▼ -0.4% model prior · unmeasured |
| 11 | Bitcoin BTCon Hyperliquid 📈 chart | Crypto | ▼ -0.4% hist -5.36–+1.64% · other way +8.66% (n=11) |
| 12 | Nvidia NVDAon Hyperliquid 📈 chart | Equity | ▼ -0.5% hist -0.87–+1.06% · other way +1.1% (n=12) |
| 13 | Gold XAUon Hyperliquid 📈 chart | Commodity | ▲ +0.2% hist -0.01–+0.35% · other way +0.16% (n=12) |
| 14 | US dollar (DXY) DXYon Hyperliquid 📈 chart | FX | ▲ +0.2% hist -0.2–+0.85% · other way +0.93% (n=12) |
Probable recommendation
Why we may diverge from history
Trust the cascade short: MSTR +16% and COIN +12% are BTC-bull and geopolitical-window artifacts despite the high hit-rate — a port-cyber snarl doesn't lift crypto proxies; the sample is regime-contaminated.
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 |
|---|---|---|---|---|---|---|
| COIN COIN | LONG | +14.3% · 5d +7.4% | 82% | 11 | 0.57 | ⚠ differs |
| RTX RTX | SHORT | -2.2% · 5d -1.8% | 70% | 40 | 0.34 | ⚠ differs |
| AVGO AVGO | LONG | +4.3% · 5d -0.7% ↺ fades | 64% | 28 | 0.27 | ⚠ differs |
| ETH ETH | SHORT | -7.5% · 5d -6.1% | 67% | 15 | 0.24 | ✓ matches cascade |
| High-yield credit HYG | SHORT | -0.5% · 5d -0.1% | 65% | 34 | 0.24 | ✓ matches cascade |
| Bitcoin BTC | SHORT | -4.7% · 5d -4.0% | 63% | 19 | 0.23 | ✓ matches cascade |
| SMH SMH | LONG | +1.6% · 5d -0.9% ↺ fades | 62% | 37 | 0.20 | ⚠ differs |
| US dollar DXY | LONG | +0.7% · 5d +0.1% | 58% | 40 | 0.14 | ✓ matches cascade |
| Volatility VIX | LONG | +4.3% · 5d +8.3% | 56% | 39 | 0.12 | ✓ matches cascade |
| GBPUSD GBPUSD | SHORT | -0.4% · 5d -0.2% | 57% | 35 | 0.12 | ✓ matches cascade |
| 10y yield DGS10 | LONG | +6bp · 5d +3bp | 56% | 40 | 0.10 | ✓ matches cascade |
| XLF XLF | SHORT | -0.3% · 5d -0.9% | 54% | 37 | 0.07 | ✓ matches cascade |
| NDX NDX | LONG | +0.4% · 5d -1.0% ↺ fades | 54% | 39 | 0.06 | ⚠ differs |
| XLK XLK | LONG | +0.7% · 5d -0.5% ↺ fades | 54% | 37 | 0.06 | ⚠ differs |
Why this probability
Port cyber shutdowns have precedent (Maersk/NotPetya, Nagoya); weeks-long snarl over 6-18mo plausible, not frequent. A base‑rate‑anchored prior, continuously scored against what actually happens — not a forecast.