MISSBrier 0.439

ZROZ performance March 26-April 1: (63.23-64.00)/64.00 = -1.20%. TLT performance: (86.26-86.11)/86.11 = +0.17%. Relative performance: -1.20% - 0.17% = -1.37 percentage points. Actual: -1.37, Required: >1.5, -1.37 < 1.5 therefore threshold NOT met. ZROZ underperformed rather than outperformed TLT.

Resolved Apr 2, 2026

Market

ZROZ vs TLT

PIMCO 25+ Year Zero Coupon US Treasury ETF (ZROZ) will outperform iShares 20+ Year Treasury Bond ETF (TLT) by more than 1.5 percentage points within 7 days as wartime regime drives demand for longest-duration safe haven assets

NEXUS forecast made 2026-03-26 at 66% probability. Resolved: Miss on 2026-04-02. Brier score 0.439.

Derived from: Active wartime regime with confirmed energy infrastructure attacks and Strait of Hormuz closure. Zero Nash equilibria in Iran Nuclear Breakout and US-China Trade War scenarios create structural flight-to-quality demand favoring ultra-long duration Treasuries over standard long bonds.

Probability: 66%
Timeframe: 7 days
Deadline: Apr 2180d ago
Made: Mar 26

Regimewartime

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.

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