Central Banks & Macro risk-off · 0–6 months
A what‑if from the future

What if the US term premium surges 150 basis points?

A 150bp term-premium jump is the 'fiscal dominance' trade: long-end yields rise while the dollar weakens and gold/BTC bid as non-sovereign hedges — a bear-steepener divorced from growth. Rhymes with the 2023 term-premium repricing and, more sharply, UK gilts in autumn 2022 when supply fears sent yields up and sterling down together. The novel angle versus prior US episodes is the simultaneous dollar-down/gold-up combo, which signals reserve-status doubt rather than a normal rate shock — the cascade captures this correctly.

10%
our model probability
over 0–6 months
prediction markets — the market's odds
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Anchored to measured history 10% · 90% range 0–32% · 13 dated precedents behind it — a wider range means thinner evidence

Every number ships with its receipt — the odds, the range, the precedents, and a public grade at Reality Check. The statistical machinery that produces it is proprietary.

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 0–6 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…

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What it would mean

If this plays out, it is a risk-off shock. US term premium jumps 150bps as deficit projections and supply overwhelm demand. The trigger decomposes into signed root‑shocks — Dollar/reserve confidence ▼ · Real yields ▲ — which propagate through our causal graph to the markets below.

Methodology. Probability and impact are anchored to history and scored against what actually happens — wins and losses, in public, at Reality Check. Market odds live from Polymarket & Kalshi. By Vikas Singh, Quantitative Strategist. Updated 2026-08-13.