What if Western greenfield uranium mines erase the supply deficit?
A cohort of new Australian, Canadian and Namibian mines reaches production, lifting primary supply enough to close the deficit and pull uranium back off its highs.
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 3–10 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 mixed shock. A cohort of new Australian, Canadian and Namibian mines reaches production, lifting primary supply enough to close the deficit and pull uranium back off its highs. The trigger decomposes into signed root‑shocks — Clean-energy abundance ▲ · Industrial demand ▼ · Inflation expectations ▼ · 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 | Energy sector XLEon Hyperliquid 📈 chart | Equity | ▼ -0.5% hist -1.13–+0.15% · other way -9.23% (n=5) |
| 2 | Brent crude BRENTon Hyperliquid 📈 chart | Commodity | ▼ -0.4% hist -1.89–+0.48% · other way -11.14% (n=5) |
| 3 | ExxonMobil XOM 📈 chart | Equity | ▼ -0.4% hist -0.79–+0.12% · other way -1.12% (n=12) |
| 4 | WTI crude CLon Hyperliquid 📈 chart | Commodity | ▼ -0.4% hist -1.6–+0.3% · other way -9.7% (n=5) |
| 5 | Freeport (copper) FCX 📈 chart | Equity | ▼ -0.2% hist -0.54–+0.76% · other way -9.62% (n=5) |
| 6 | United Airlines UAL 📈 chart | Equity | ▲ +0.2% hist -2.13–+5.18% · other way +70.35% (n=5) |
| 7 | Chevron CVX 📈 chart | Equity | ▼ -0.2% hist -0.87–+0.26% · other way -1.51% (n=12) |
| 8 | Delta DAL 📈 chart | Equity | ▲ +0.2% hist -1.08–+3.02% · other way +33.73% (n=5) |
| 9 | 30y Treasury yield DGS30 📈 chart | Rate | ▼ -1bp hist -2.6–+0.52% · other way +38.2% (n=10) |
| 10 | 10y Treasury yield DGS10 📈 chart | Rate | ▼ -1bp hist -3.17–+0.65% · other way +28.0% (n=12) |
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 |
|---|---|---|---|---|---|---|
| CL CL | SHORT | -1.3% · 5d -1.5% | 64% | 34 | 0.24 | ✓ matches cascade |
| XLE XLE | SHORT | -0.8% · 5d -0.3% | 61% | 34 | 0.21 | ✓ matches cascade |
| 10y yield DGS10 | SHORT | -2bp · 5d +1bp ↺ fades | 59% | 40 | 0.16 | ✓ matches cascade |
| BRENT BRENT | SHORT | -1.6% · 5d -1.7% | 58% | 32 | 0.15 | ✓ matches cascade |
| Gold XAU | LONG | +0.4% · 5d -0.5% ↺ fades | 57% | 34 | 0.14 | · |
| DAL DAL | LONG | +2.7% · 5d +0.1% | 57% | 32 | 0.13 | ✓ matches cascade |
| CVX CVX | SHORT | -0.7% · 5d -0.2% | 56% | 40 | 0.10 | ✓ matches cascade |
| UAL UAL | LONG | +4.8% · 5d -1.2% ↺ fades | 54% | 33 | 0.08 | ✓ matches cascade |
| XOM XOM | SHORT | -0.5% · 5d -0.2% | 52% | 40 | 0.04 | ✓ matches cascade |
| 30y yield DGS30 | SHORT | -2bp · 5d +1bp ↺ fades | 52% | 40 | 0.04 | ✓ matches cascade |
| Volatility VIX | SHORT | -1.4% · 5d -2.8% | 52% | 36 | 0.04 | · |
| US dollar DXY | LONG | +0.2% · 5d -0.0% ↺ fades | 52% | 40 | 0.04 | · |
| FCX FCX | LONG | +0.9% · 5d +0.4% | 45% | 34 | 0.00 | ⚠ differs |
| Bitcoin BTC | LONG | +1.8% · 5d -2.4% ↺ fades | 40% | 23 | 0.00 | · |