The correlation between Japanese Yen futures (6J) and US Treasury 10-year futures (ZN) will break above 0.70 within 7 days as wartime safe haven flows create synchronized monetary policy expectations

NEXUS forecast made 2026-04-30 at 25% probability. Resolved: Miss on 2026-05-15. Brier score 0.064.

Derived from: Wartime regime driving safe haven demand, Iran-nuclear Fearon bargaining failure at 0%, and Taiwan Strait fragile equilibrium. Cross-asset correlation breaking patterns historically occur during regime transitions. Base rate for complex correlation predictions adjusted down due to measurement difficulty.

Probability

25%

Timeframe

7 days

Deadline

May 7145d ago

Made

Apr 30

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.