The S&P 500 realized volatility (20-day) will exceed 20% annualized by March 31, 2026, as the transitional regime with 80% geopolitical escalation risk and dead-neutral Fear/Greed at 50 resolves into directional price discovery ahead of the intensity-5 Erev Pesach convergence

NEXUS forecast made 2026-03-08 at 75% probability. Resolved: Miss on 2026-04-15. Brier score 0.563.

Derived from: Active thesis identifies regime as 'transitioning' with volatility outlook 'normal' but low conviction given absent VIX data; 80% escalation risk vs 50 Fear/Greed creates a pricing gap that historically resolves via volatility expansion; Erev Pesach intensity-5 signal on March 31 with 9 convergent events

Probability: 75%
Timeframe: 30 days
Deadline: Apr 7175d 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. How forecasts are made and scored.

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

market75%PARTIAL

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

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

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The S&P 500 realized volatility (20-day) will exceed 20% annualized by March 31, 2026, as the transitional regime with 80% geopolitical escalation risk and dead-neutral Fear/Greed at 50 resolves into directional price discovery ahead of the intensity-5 Erev Pesach convergence

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