High yield credit spreads (HYG vs TLT yield spread) will exceed 500 basis points on at least 2 trading days within 30 days
NEXUS forecast made 2026-06-01 at 25% probability. Resolved: Expired on 2026-07-09.
Derived from: Fed rate cycle zero Nash equilibria and wartime fiscal spending pressures force credit repricing. US Treasury Supply Crisis Bayesian equilibrium shows fragile outcome with markets demanding higher term premium. Risk-off regime with multiple Fearon bargaining failures creates credit stress beyond current pricing. Reference class 'percentage_threshold/market' shows 50% hit rate with +9pp gap, anchoring at 50% minus calibration adjustment of 9pp minus wartime credit stress uncertainty = 38%.
- Probability
- 25%
- Timeframe
- 30 days
- Deadline
- Jul 190d ago
- Made
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.