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

What if Yen slides past 165, MoF intervenes?

A widening rate gap drives USDJPY beyond 165, prompting Japanese FX intervention; the episode whipsaws Treasuries and carry as officials sell dollars.

22%
our model probability
over 0–6 months
prediction markets — wisdom of the crowd
loading live odds…
Empirically anchored 22% · 90% range 5–39% · 40 analogues · measured class vol_spike 31% in 6 mo · 3% held back for the unknown
how we built this number — every step
Measured class rate — vol_spike ≈0.7371/yr → 31% in 6 mo31%
Analyst prior · editorial share 81% of the class25%
Pooled · weight 87%23%
Crowd — no liquid market
Reserve 3% · no extremizing (×1.0)23%
Published22%

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 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. 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. A widening rate gap drives USDJPY beyond 165, prompting Japanese FX intervention; the episode whipsaws Treasuries and carry as officials sell dollars. The trigger decomposes into signed root‑shocks — Volatility (VIX) ▲ · FX carry appetite ▲ · Dollar/reserve confidence ▲ · 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.

MarketClassProjected move
1MicroStrategy MSTRon Hyperliquid 📈 chartEquity▼ -1.5%
hist -7.71–+1.71% · other way +23.24% (n=12)
2Bitcoin BTCon Hyperliquid 📈 chartCrypto▼ -0.8%
hist -1.65–+0.25% · other way +9.75% (n=11)
3Gold XAUon Hyperliquid 📈 chartCommodity▼ -0.8%
hist -0.49–+0.02% · other way +0.63% (n=12)
4Solana SOLon Hyperliquid 📈 chartCrypto▼ -0.7%
hist -3.19–+1.04% · other way -3.1% (n=10)
5Coinbase COINon Hyperliquid 📈 chartEquity▼ -0.6%
hist -3.5–+2.96% · other way +23.11% (n=10)
6Hyperliquid (HYPE) HYPEon HyperliquidCrypto▼ -0.5%
model prior · unmeasured
7Ether ETHon Hyperliquid 📈 chartCrypto▼ -0.5%
hist -8.0–+3.39% · other way +2.79% (n=11)
8Volatility (VIX) VIXon Hyperliquid 📈 chartVol▲ +0.4%
hist -2.49–+1.5% · other way -7.07% (n=12)
9US dollar (DXY) DXYon Hyperliquid 📈 chartFX▲ +0.4%
hist +0.13–+0.28% · other way +1.04% (n=12)
10USD/JPY USDJPYon Hyperliquid 📈 chartFX▲ +0.3%
hist -0.13–+0.7% · other way +0.37% (n=12)
11EUR/USD EURUSDon Hyperliquid 📈 chartFX▼ -0.4%
hist -0.86–+0.18% · other way -1.12% (n=12)
1230y Treasury yield DGS30 📈 chartRate▼ -3bp
hist -6.94–+1.25% · other way +1.3% (n=12)
13GBP/USD GBPUSDon Hyperliquid 📈 chartFX▼ -0.3%
hist -0.46–+0.04% · other way -0.64% (n=12)
1410y Treasury yield DGS10 📈 chartRate▼ -2bp
hist -7.82–+2.0% · other way +2.2% (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): 30y Treasury yield -3bp · 10y Treasury yield -2bp · Turkish lira -0.2% · Indian rupee -0.1%

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.

August 24, 2015 ETF flash crash 2015-08 Louvre Accord 1987-02 Israel strikes Iran — Operation Rising Lion 2025-06 Nikkei 225 worst single-day crash since 1987 2024-08 VIX third-highest spike on record 2024-08 Mexico's Sheinbaum landslide + supermajority scare 2024-06 Wagner Group mutiny against the Kremlin 2023-06 Turkish lira hits record low after Erdogan re-election 2023-05 Russia central-bank reserves frozen 2022-02 Turkish lira record low on rate cuts 2021-11 Evergrande debt crisis - global selloff 2021-09 Turkey fires central-bank governor Agbal, sparking lira plunge 2021-03 COVID-19 fourth circuit breaker 2020-03 COVID-19 second Level-1 circuit breaker 2020-03 Worst Christmas Eve selloff on record 2018-12 Turkish lira crash 2018-08 February 2018 hot wage print triggers rate scare 2018-02 North Korea 'fire and fury' nuclear scare 2017-08 Pravin Gordhan fired in midnight cabinet reshuffle 2017-03 Mexican peso crash on Trump 2016 win 2016-11 Russian ruble 'Black Tuesday' 2014-12 Russia annexation crisis: Moscow market plunge 2014-03 SEC approves Limit Up-Limit Down plan and revised market-wide circuit breakers 2012-05 SNB imposes EUR/CHF 1.20 floor 2011-09 US-downgrade Black Monday equity rout and VIX spike to 48 2011-08 Egyptian revolution / Mubarak uprising 2011-01 VIX record intraday high of 89.53 2008-10 Shanghai Sneeze global selloff with then-record VIX spike 2007-02 Turkey lets the lira float 2001-02 Yen carry-trade unwind 1998-10 Russia GKO default and ruble moratorium 1998-08 Hong Kong defends the peg with sky-high HIBOR 1997-10 Philippines peso float 1997-07 Thai baht float 1997-07 Mexico $50bn international rescue package 1995-01 Mexican peso devaluation / Tequila Crisis 1994-12 Saudi Arabia fixes the riyal to the US dollar at 3.75 1986-06 Plaza Accord dollar devaluation 1985-09 US dollar index peaks at its all-time high 1985-02 Iranian Revolution oil shock 1978-12
AssetHistory saysAbnormal (20d · 5d)HitnConfidencevs cascade
SOL SOLSHORT-2.7% · 5d -6.8%80%10 0.46✓ matches cascade
TRY TRYSHORT-4.8% · 5d -0.1%67%27 0.32✓ matches cascade
INR INRSHORT-0.8% · 5d +-0.0%67%27 0.32✓ matches cascade
ETH ETHSHORT-7.5% · 5d -7.1%67%15 0.26✓ matches cascade
MSTR MSTRSHORT-6.3% · 5d -4.2%63%30 0.20✓ matches cascade
High-yield credit HYGSHORT-0.4% · 5d -0.4%62%26 0.19·
Gold XAULONG+0.3% · 5d -0.8% ↺ fades57%28 0.12⚠ differs
30y yield DGS30SHORT-5bp · 5d +1bp ↺ fades57%40 0.11✓ matches cascade
10y yield DGS10SHORT-6bp · 5d +0bp ↺ fades54%40 0.07✓ matches cascade
USDJPY USDJPYLONG+0.5% · 5d +0.1%52%33 0.03✓ matches cascade
EURUSD EURUSDSHORT-0.6% · 5d -0.6%52%27 0.03✓ matches cascade
GBPUSD GBPUSDSHORT-0.3% · 5d -0.6%52%27 0.03✓ matches cascade
Volatility VIXSHORT-2.7% · 5d +4.7% ↺ fades51%35 0.02⚠ differs
Bitcoin BTCSHORT-1.1% · 5d -4.2%50%20 0.00✓ matches cascade

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.