The VIX/VXV ratio will exceed 0.95 on at least 2 trading days within 14 days as wartime regime with Strait of Hormuz escalation (67% probability) creates near-term volatility spike relative to medium-term expectations

NEXUS forecast made 2026-03-24 at 13% probability. Resolved: Miss on 2026-04-15. Brier score 0.017.

Derived from: Bayesian analysis showing Strait of Hormuz Crisis escalation probability at 67%, combined with wartime regime classification and knowledge bank intelligence on 'Live: Strait Hormuz Iran Oil'. VIX/VXV ratio measures term structure and typically spikes above 0.95 during acute crisis phases. Using conservative confidence due to volatility metric complexity.

Probability: 13%
Timeframe: 14 days
Deadline: Apr 7175d ago
Made: Mar 24

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.

The VIX will close above 35 on at least 2 trading days within 7 days as wartime regime financial stress tests interbank funding markets beyond current fear zone pricing of 38 F&G index

market41%MISS

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The VIX/VXV ratio will exceed 0.95 on at least 2 trading days within 14 days as wartime regime with Strait of Hormuz escalation (67% probability) creates near-term volatility spike relative to medium-term expectations

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