Research NoteDESK/GEOPOLITICS_DESK

Geopolitical Risk vs. Policy Perfection: Navigating the Dislocations in 2025 Prediction Markets

Anomalous political risk premiums, policy divergence, and elevated crypto volatility create complex cross-asset arbitrage opportunities in the near term.

SimpleFunctions Research
SF/RESEARCH

Key Takeaways

  • Political volatility markets are assigning a surprisingly high 50% probability to a Trump exit in 2025, likely pricing in event risk beyond electoral defeat.
  • Monetary policy expectations are extraordinarily anchored, with a 99% implied probability of three 25-bps Fed cuts, creating asymmetric risk.
  • Crypto markets exhibit a pronounced 'volatility smile,' pricing significant tail risk for both dramatic upside and downside moves in 2025.
  • Discrepancies between related contracts (e.g., Bitcoin highs vs. year-end price) suggest specific, data-driven arbitrage opportunities for systematic traders.

Executive Summary

The current prediction market landscape reveals a highly bifurcated risk environment. Geopolitical and policy stability assumptions are being severely tested, with markets pricing in significant event risk for the U.S. presidency while expressing near-total conviction on a specific Federal Reserve policy path. Concurrently, digital asset markets are pricing in extreme volatility, with non-trivial probabilities assigned to both dramatic new highs and notable corrections. This creates a fertile ground for cross-market analysis and relative value trades. The 50% probability on 'Trump Out' is the standout anomaly, demanding a forensic examination of implied risk drivers beyond the 2024 election. Meanwhile, the 99% probability on three Fed cuts represents a potential 'policy perfection' trap, offering asymmetric payoff for contrarians. Bitcoin markets show a classic volatility smile, with the discrepancy between the 'high' and 'year-end' contracts presenting a clear arbitrage.

1. Geopolitical Shockwaves: Deconstructing the 50% 'Trump Out' Premium

The Donald Trump out this year? contract trading at a coin-flip 50% probability is the most striking signal in our dataset. With a substantial volume of $9.7M, this is a highly liquid and therefore credible market view. Historically, prediction markets for a sitting or newly elected president leaving office mid-term have rarely breached 10-15% outside of acute crises (e.g., post-January 6th, 2021). A 50% probability priced for 2025 implies the market perceives a near-equal chance of a continuity scenario versus a disruptive, non-electoral exit.

Key Implied Catalysts:

  1. Electoral Defeat & Refusal of Transition: The market may be pricing in a scenario where President Trump loses the November 2024 election but legal or political challenges create a constitutional crisis extending into 2025, resulting in an involuntary removal.
  2. Health Event: Given the age of the major candidates, this is a non-partisan risk factor. The probability incorporates the actuarial risk of a health incident severe enough to trigger the 25th Amendment or resignation.
  3. Legal/Impeachment Catalyst: While a post-election impeachment and conviction in a potentially Democratic-controlled Senate is conceivable, the timing and political will for this in 2025 is highly uncertain. The market appears to be assigning a meaningful probability to this pathway.

Trading Implication: This is a classic high-conviction, low-probability (in a historical sense) event risk. A short position is analytically compelling for risk-tolerant traders, as any resolution other than Trump leaving office before 2026 results in a 100% payoff on the No shares. However, the cost of carry (the 50% price) is exceptionally high, making this a capital-intensive trade. A more nuanced approach would be to use this market as a hedge against long volatility positions in traditional equity markets, which would likely spike in any scenario approaching the Yes outcome.

2. Monetary Policy: The Illusion of Certainty

The monetary policy cluster presents a stark picture of extreme market conviction. The Will the Fed cut rates 3 times? contract at a 99% probability ($5.1M volume) alongside the Will the Fed cut rates 2 times? contract at just 6% ($4.6M volume) indicates that traders see a 75-bps easing cycle as virtually assured. The Powell leaves before 2026? contract at 1% ($6.4M volume) further reinforces the expectation of policy continuity.

Historical Context & Risk: The Fed has never delivered a rate-cutting cycle with such pre-announced precision without being provoked by an imminent recession or financial crisis. The current economic backdrop—characterized by resilient growth, a tight labor market, and sticky services inflation—does not obviously necessitate such a rapid, predetermined pace of easing. This represents a significant 'Fed Put' being priced into risk assets.

Asymmetric Opportunity: The 99% probability offers a compelling asymmetric short opportunity. For a minimal premium (1% of potential payout), a trader can bet against this consensus. The catalyst for a repricing could be:

  • Hotter-than-expected inflation prints in H1 2025, forcing the Fed to delay or reduce cuts.
  • Stronger GDP and employment data, reducing the impetus for aggressive easing.
  • A hawkish shift in FOMC rhetoric following the election, regardless of winner. A move to even an 80% probability would generate a >19x return on the No shares. This is the most mathematically compelling contrarian bet in the dataset, albeit with a low base-rate probability of success.

3. Digital Asset Volatility: Decoding the Bitcoin & Ethereum 'Smile'

The Bitcoin and Ethereum markets collectively paint a picture of expected explosive volatility in 2025. The structure reveals a volatility smile, where the market assigns meaningful probability to both extreme upside and downside outcomes.

Upside Tail Analysis:

  • BTC > $130k: 3% probability ($8.7M volume)
  • BTC > $140k: 4% probability ($4.5M volume) Note: This appears inverted; the higher threshold should have a lower probability. This may be a data artifact or a fleeting arbitrage opportunity.
  • ETH > $5,000: 2% probability ($7.8M volume)
  • BTC > $100k by Year-End: 13% probability ($5.0M volume)

Downside Tail Analysis:

  • BTC > $80k (i.e., not falling below $80k): 38% probability ($4.9M volume). This implies a 62% probability that Bitcoin trades below $80,000 at some point in 2025.

Critical Discrepancy & Arbitrage: The 13% probability for BTC > $100k by Dec 31, 2025, is significantly higher than the 3-4% probability for BTC reaching $130k+ at any point during the year. This is logically inconsistent. For BTC to close above $100k, it must, by definition, trade above $100k during the year. The 'high' contract ($130k+) is a subset of this event. Therefore, the probability of the year-end close >$100k should be lower than or equal to the probability of the yearly high >$100k (and certainly higher than the $130k+ probability). The current pricing suggests a relative value opportunity: Short the 'BTC > $100k by year-end' (13%) and go long the basket of 'high' contracts. The market is overpricing the year-end settlement relative to the path-dependent highs.

Catalysts for Upside Realization: Approval of spot Ethereum ETFs, continued aggressive fiscal spending driving institutional adoption as an inflation hedge, and a softening dollar amid Fed cuts. Risk Factors for Downside Realization: Regulatory crackdowns post-election, a deflationary macroeconomic shock that reduces liquidity, or a black-swan event in crypto-native infrastructure (e.g., major exchange failure, protocol hack).

4. Cross-Asset Implications and Portfolio Strategy

The interplay between these markets is crucial for macro portfolio construction.

Scenario 1: Trump Exits, Policy Disruption If the Trump Out (Yes) scenario occurs, the immediate reaction would be a flight to safety: a surge in treasury prices (yields down), a stronger dollar, and a sell-off in risk assets including equities and crypto. The three Fed cuts probability would likely spike to 100% as the Fed provides liquidity to stabilize markets. The Bitcoin downside probability would increase significantly. Positioning: Long treasuries (TLT), long USD, short S&P 500, short Bitcoin.

Scenario 2: Policy Perfection (Consensus View) Trump remains, Fed delivers three cuts in a soft landing. This is the current goldilocks scenario priced into equities. Risk assets rally, but the crypto volatility smile suggests this rally would be choppy. The anchored Fed expectations limit upside surprises. Positioning: Long equities with elevated volatility hedging (e.g., via options), maintain a long/short structure in Bitcoin contracts as per the arbitrage identified.

Scenario 3: Inflation Resurgence, Fed Hold Trump remains or exits, but inflation proves persistent. The Fed delays or pauses cuts, shocking the market. The 99% rate cut bet collapses, triggering a violent repricing of all duration-sensitive assets. Crypto, as a high-beta risk asset, sells off sharply, likely triggering the below $80k outcome. Positioning: Short the '3 Cuts' contract, short treasuries (TBT), long volatility (VIX calls), short tech/growth equities.

5. Conclusion and Actionable Trade Recommendations

Summary Assessment: Markets are in a state of heightened but selective tension. Extreme certainty on monetary policy contrasts with extreme uncertainty on political stability, while digital assets price in a wide distribution of outcomes.

Top Recommendations:

  1. Systematic Arbitrage - Bitcoin Path vs. Endpoint: Execute a pairs trade to exploit the pricing discrepancy between Bitcoin's yearly high and year-end close probabilities. This is a high-probability, medium-return statistical trade.
  2. Asymmetric Short - Fed Three Cuts: Allocate a small, risk-capital portion (<1% of portfolio) to short the '3 Cuts' contract at 99%. The risk/reward is exceptionally favorable, though the timing catalyst is uncertain.
  3. Hedged Long Volatility - Geopolitical Risk: Rather than directly shorting the 'Trump Out' contract at 50%, use it as a component in a broader hedge. Consider long-dated out-of-the-money put options on the S&P 500, financed by selling shorter-dated calls (a collar). The 'Trump Out' market confirms the non-zero tail risk justifying this protection.
  4. Directional Crypto - Fade the Extreme Low Probability: The 62% implied probability of Bitcoin touching below $80k feels elevated given institutional inflows and macro tailwinds. A long position in the 'BTC > $80k' (i.e., NOT below $80k) contract at 38% offers a favorable entry to bet on market resilience.

Final Note: The anomalous volume in the Philadelphia Eagles contract ($4.3M, 10%) is an outlier unrelated to the macro themes, but serves as a reminder of the diverse risk appetites and informational signals embedded in prediction markets. Vigilance for such dislocations across all desks is recommended.

Market Analysis

Donald Trump out this year? 📉

Current Probability: 50.0%

Market: Donald Trump out this year? | Probability: 50.0% | Venue: kalshi

Powell leaves before 2026? ➡️

Current Probability: 1.0%

Market: Powell leaves before 2026? | Probability: 1.0% | Venue: kalshi

Will the Fed cut rates 3 times? 📉

Current Probability: 99.0%

Market: Will the Fed cut rates 3 times? | Probability: 99.0% | Venue: kalshi

How high will Bitcoin get this year? 📈

Current Probability: 4.0%

Market: How high will Bitcoin get this year? | Probability: 4.0% | Venue: kalshi

How low will Bitcoin get this year? 📉

Current Probability: 38.0%

Market: How low will Bitcoin get this year? | Probability: 38.0% | Venue: kalshi