MISSBrier 0.423

MOVE Index did not trade above 130 on at least 3 trading days within the 14-day window. Created March 8, 2026, so window was March 8-22. MOVE Index price history shows: March 9: 79.74, March 10: 76.33, March 11: 78.59, March 12: 95.30, March 13: 91.17, March 16: 85.25, March 17: 79.23, March 18: 81.25, March 19: 84.88, March 20: 108.84, Current (March 22): 108.84. Only reached above 130 on 0 days (highest was 108.84 on March 20). Target required 3+ days above 130.

Resolved Mar 22, 2026

Market

The MOVE Index (ICE BofA Treasury volatility) will trade above 130 on at least 3 trading days within 14 days as the wartime regime with Hormuz closure creates sharp repricing in Treasury markets from competing flight-to-quality demand and inflation expectations from oil supply shock

NEXUS forecast made 2026-03-08 at 65% probability. Resolved: Miss on 2026-03-22. Brier score 0.423.

Derived from: Cross-Asset Correlation Regime Framework noting stock-bond correlation regime shifts during geopolitical shocks, combined with confirmed wartime conditions (Operation Epic Fury, Hormuz closure since March 2). Oil supply shock creates simultaneous flight-to-quality (rates down) and inflation expectations (rates up) — this push-pull generates extreme rate volatility. Credit Stress Indicator Framework flags Treasury market stress as Tier 1 indicator. The regime is classified as 'transitioning' but knowledge bank confirms active war — this regime mismatch itself implies market hasn't fully repriced.

Probability: 65%
Timeframe: 14 days
Deadline: Mar 22191d ago
Made: Mar 8

Every NEXUS forecast is recorded before its outcome and scored with the Brier score (0 is perfect, 0.25 is a coin flip). Misses stay on the record. .

The Turkish lira (USDTRY) will trade above 40.0 within 30 days as Hormuz closure diverts energy shipping through alternative routes including Turkish Straits, increasing Turkey's strategic exposure and current account pressure from elevated energy import costs

market75%HIT

Bitcoin (BTC) will trade above $100,000 on at least 3 trading days within 30 days as the zero-Nash-equilibrium Iran nuclear game and Hormuz closure risk drive demand for non-sovereign, non-SWIFT settlement assets consistent with the XRP/alternative settlement thesis

market72%MISS

Copper futures (HG) will decline more than 4% from their March 7 close within 30 days as Taiwan gray-zone escalation (the Nash equilibrium outcome at 70% confidence) and risk-off regime transition suppress industrial demand expectations and trade flow confidence

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The MOVE Index (ICE BofA Treasury volatility) will trade above 130 on at least 3 trading days within 14 days as the wartime regime with Hormuz closure creates sharp repricing in Treasury markets from competing flight-to-quality demand and inflation expectations from oil supply shock

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