🏛 Central Banks & Macro risk-off · 6–18 months
A what‑if from the future

What if stagflation becomes entrenched in Britain?

UK wage-price spiral forcing the BoE to hold into recession is classic stagflation — short gilts (real yields up), short UK consumer cyclicals, with GBP caught between sticky inflation and weak growth. Rhymes with the 2022-23 UK double-digit CPI episode when the BoE hiked into stagnation and gilts sold off on entrenched inflation. Transmission: persistent UK inflation lifts real yields and gilt term premium; growth-sensitive UK equities lag. Forward angle: UK structural labor-supply tightness (post-Brexit, NHS waitlists) makes the wage spiral stickier than peers, so fade hopes of quick BoE cuts.

32%
our model probability
over 6–18 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 32% · 90% range 15–49% · 25 analogues · measured class recession 94% in 18 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — recession ≈1.9335/yr → 94% in 18 mo94%
Analyst prior · editorial share 40% of the class38%
Pooled · weight 81%33%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)33%
Published32%

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.

loading the timeline…

What it would mean

If this plays out, it is a risk-off shock. Wages and prices spiral as growth stalls, forcing the BoE to hold rates into a recession. The trigger decomposes into signed root‑shocks — Fed policy path ▲ · Inflation surprise ▲ · Recession signal ▲ — 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▼ -1.6%
hist -5.85–+1.73% · other way +5.12% (n=12)
2Nasdaq 100 NDXon Hyperliquid 📈 chartIndex▼ -1.2%
hist -0.92–-0.22% · other way -1.39% (n=12)
3Tech sector XLK 📈 chartEquity▼ -1.1%
hist -1.11–-0.28% · other way -1.16% (n=12)
4Solana SOLon Hyperliquid 📈 chartCrypto▼ -1.1%
hist -5.65–+4.1% · other way +10.09% (n=8)
5Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.9%
model prior · unmeasured
6Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.9%
hist -8.24–+4.48% · other way +2.43% (n=9)
7Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.8%
hist -5.23–+3.22% · other way +11.41% (n=8)
8Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.7%
hist -2.31–+0.81% · other way -0.48% (n=11)
9High-yield credit HYG 📈 chartRate▼ -0.7%
hist -0.66–+0.02% · other way -0.63% (n=9)
10Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.6%
hist -2.94–+2.39% · other way -5.88% (n=12)
11Financials XLF 📈 chartEquity▼ -0.6%
hist -0.9–+0.31% · other way +1.68% (n=12)
1230y Treasury yield DGS30 📈 chartRate▲ +6bp
hist -1.74–+14.77% · other way +12.9% (n=12)
13S&P 500 SPXon Hyperliquid 📈 chartIndex▼ -0.6%
hist -4.03–+0.4% · other way +2.98% (n=12)
1410y Treasury yield DGS10 📈 chartRate▲ +6bp
hist -1.37–+10.62% · other way +13.7% (n=12)

Probable recommendation

If the scenario above plays out, the probable cross‑asset positioning → a scenario‑conditional read, not personalized investment advice
Cash / hedgeRaise cash and hold the long hedges above; this scenario is net risk-off.
For a common-man portfolio: A typical stock-heavy portfolio is at risk. Consider trimming equities, raising cash, and a small cash hedge.
Also moves (not yet on Hyperliquid): Tech sector -1.1% · High-yield credit -0.7% · Financials -0.6% · 30y Treasury yield +6bp · 10y Treasury yield +6bp · 2y Treasury yield +4bp

Historical precedent — what analogous events actually did

Across 25 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.

August 2022 hot CPI 2022-09 Powell's hawkish 'pain' speech at Jackson Hole 2022-08 May 2022 US CPI sends S&P into a bear market 2022-06 Bank of England's first post-pandemic rate hike 2021-12 Fed retires 'transitory' 2021-11 Turkish lira record low on rate cuts 2021-11 Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 February 2018 hot wage print triggers rate scare 2018-02 China-led global 'Black Monday' rout 2015-08 Russian ruble 'Black Tuesday' 2014-12 Greek sovereign debt crisis / first EU-IMF bailout 2010-05 ECB's ill-timed pre-crisis rate hike 2008-07 Federal Reserve's first rate cut of the financial crisis 2007-09 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 The Great Bond Massacre 1994-02 1990-91 recession onset 1990-07 1981-82 recession onset 1982-01 Silver Thursday 1980-03 Carter and Volcker impose emergency consumer credit controls 1980-03 Gold peaks at $850 1980-01 Volcker Saturday Night Special 1979-10 1979 Iranian Revolution oil shock 1979-01 Iranian Revolution oil shock 1978-12 1976 UK sterling crisis / IMF bailout 1976-09 1973-75 recession onset 1973-11
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
SPX SPXSHORT-3.1% · 5d -2.2%73%25 0.44✓ matches cascade
SMH SMHSHORT-1.1% · 5d -0.8%70%14 0.33✓ matches cascade
Bitcoin BTCSHORT-7.9% · 5d -8.8%68%10 0.30✓ matches cascade
CNY CNYSHORT-0.7% · 5d -0.2%67%14 0.29✓ matches cascade
MSTR MSTRSHORT-4.8% · 5d -6.2%70%14 0.28✓ matches cascade
GBPUSD GBPUSDSHORT-1.1% · 5d -0.6%67%14 0.27✓ matches cascade
30y yield DGS30LONG+11bp · 5d +4bp62%23 0.24✓ matches cascade
EURUSD EURUSDSHORT-1.1% · 5d -0.3%63%14 0.21✓ matches cascade
NVDA NVDASHORT-6.6% · 5d -6.4%63%14 0.21✓ matches cascade
KRW KRWLONG+0.2% · 5d +0.8%63%14 0.19⚠ differs
ETH ETHSHORT-4.8% · 5d -5.9%61%8 0.16✓ matches cascade
Gold XAUSHORT-1.9% · 5d -2.0%60%14 0.16✓ matches cascade
NDX NDXLONG+0.3% · 5d -0.8% ↺ fades59%16 0.14⚠ differs
High-yield credit HYGLONG+0.3% · 5d +0.3%61%13 0.14⚠ differs

Why this probability

UK sticky wages and weak growth real; entrenched stagflation with BoE hold plausible over 18mo. A base‑rate‑anchored prior, continuously scored against what actually happens — not a forecast.

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.