What if a viral rumor sparks a same-day digital bank run?
A viral rumor sparking a same-day digital run — 30% of uninsured deposits out in hours — forces a regional bank to fire-sale securities, the speed-of-runs lesson of the SVB era. This is literally SVB (March 2023), where ~$42bn fled in a day via mobile banking before collapse. Forward angle: deposit velocity is now far faster than any pre-2023 run, so the buffer between rumor and failure is hours not days — short the named bank's credit/equity; contagion depends on the FDIC backstop signal.
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…
What it would mean
If this plays out, it is a risk-off shock. A viral social-media rumor triggers a same-day digital run on a regional bank, withdrawing 30% of uninsured deposits in hours. The trigger decomposes into signed root‑shocks — Credit spreads ▲ · Financial conditions ▲ · Risk appetite ▼ — which propagate through our causal graph to the markets below.