What if Quad maritime-security pact stabilizes Indo-Pacific sea lanes?
Deeper Quad (US, Japan, India, Australia) maritime coordination reassures shippers and investors about chokepoint security; oil-route risk falls, regional EM FX firms, Asian risk appetite improves.
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-on shock. Deeper Quad (US, Japan, India, Australia) maritime coordination reassures shippers and investors about chokepoint security; oil-route risk falls, regional EM FX firms, Asian risk appetite improves. The trigger decomposes into signed root‑shocks — EM currencies ▲ · Geopolitical risk ▼ · Oil supply risk ▼ · Risk appetite ▲ — 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 | ▼ -4.7% hist -5.1–-0.46% · other way +11.59% (n=8) |
| 2 | Nasdaq 100 NDXon Hyperliquid 📈 chart | Index | ▲ +2.0% hist +0.44–+1.6% · other way -0.55% (n=8) |
| 3 | Brent crude BRENTon Hyperliquid 📈 chart | Commodity | ▼ -1.5% hist -1.21–+0.17% · other way -6.47% (n=8) |
| 4 | Tech sector XLK 📈 chart | Equity | ▲ +1.5% hist +0.33–+1.36% · other way +0.13% (n=8) |
| 5 | WTI crude CLon Hyperliquid 📈 chart | Commodity | ▼ -1.2% hist -1.36–+1.31% · other way -7.04% (n=8) |
| 6 | S&P 500 SPXon Hyperliquid 📈 chart | Index | ▲ +1.1% hist -0.05–+2.0% · other way +1.39% (n=12) |
| 7 | Solana SOLon Hyperliquid 📈 chart | Crypto | ▲ +1.1% hist -1.97–+5.33% · other way +0.57% (n=7) |
| 8 | MicroStrategy MSTRon Hyperliquid 📈 chart | Equity | ▲ +1.0% hist -6.22–+15.35% · other way +14.65% (n=8) |
| 9 | Hyperliquid (HYPE) HYPEon Hyperliquid | Crypto | ▲ +0.9% model prior · unmeasured |
| 10 | Semiconductors SMHon Hyperliquid 📈 chart | Equity | ▲ +0.9% hist -0.17–+1.82% · other way +0.42% (n=8) |
| 11 | Ether ETHon Hyperliquid 📈 chart | Crypto | ▲ +0.8% hist -0.53–+2.22% · other way -5.6% (n=7) |
| 12 | Energy sector XLEon Hyperliquid 📈 chart | Equity | ▼ -0.9% hist -1.23–+0.01% · other way -2.7% (n=8) |
| 13 | Bitcoin BTCon Hyperliquid 📈 chart | Crypto | ▲ +0.7% hist -2.45–+5.96% · other way -3.99% (n=8) |
| 14 | Nvidia NVDAon Hyperliquid 📈 chart | Equity | ▲ +0.7% hist -0.69–+2.33% · other way +0.92% (n=8) |
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 |
|---|---|---|---|---|---|---|
| RTX RTX | SHORT | -3.1% · 5d -2.2% | 70% | 40 | 0.39 | ✓ matches cascade |
| SPX SPX | LONG | +1.3% · 5d +0.5% | 70% | 40 | 0.37 | ✓ matches cascade |
| QCOM QCOM | SHORT | -2.4% · 5d -1.4% | 71% | 39 | 0.30 | ⚠ differs |
| LMT LMT | SHORT | -2.3% · 5d -1.8% | 67% | 40 | 0.28 | ✓ matches cascade |
| XOM XOM | SHORT | -0.7% · 5d -1.5% | 63% | 40 | 0.25 | ✓ matches cascade |
| High-yield credit HYG | SHORT | -0.5% · 5d -0.2% | 66% | 39 | 0.23 | ⚠ differs |
| TSM TSM | LONG | +1.6% · 5d -1.2% ↺ fades | 63% | 39 | 0.22 | ✓ matches cascade |
| INTC INTC | SHORT | -0.6% · 5d -0.4% | 63% | 40 | 0.22 | ⚠ differs |
| SMH SMH | LONG | +1.2% · 5d -0.3% ↺ fades | 61% | 39 | 0.19 | ✓ matches cascade |
| Volatility VIX | SHORT | -2.5% · 5d -5.8% | 60% | 40 | 0.17 | ✓ matches cascade |
| CNY CNY | SHORT | -0.4% · 5d -0.2% | 59% | 39 | 0.17 | ⚠ differs |
| MRVL MRVL | LONG | +1.3% · 5d -1.1% ↺ fades | 61% | 39 | 0.16 | ✓ matches cascade |
| AVGO AVGO | LONG | +0.4% · 5d -1.1% ↺ fades | 59% | 39 | 0.15 | ✓ matches cascade |
| CVX CVX | SHORT | -1.1% · 5d -1.5% | 58% | 40 | 0.15 | ✓ matches cascade |