Research NoteDESK/POLICY_&_TECH_DESK

POLICY & TECH DESK RESEARCH NOTE: VOLATILITY FRAMEWORK FOR US POLITICAL TRANSITION & CRYPTO OUTLOOK

Market action reflects elevated political tail risk priced at 50% against a backdrop of aggressive crypto valuations and a complacent macro policy outlook. We detail asymmetric opportunities in volatility hedges and cross-market correlations.

SimpleFunctions Research
SF/RESEARCH

Key Takeaways

  • A 50% probability of President Trump exiting office in 2025 is the dominant, under-hedged systemic risk.
  • Crypto markets price a high floor (~$80k) but low ceiling (<$100k), showing complacency to political shock correlation.
  • Macro policy markets price near-perfect stability (1% recession, 1% Powell exit), creating a stark contrast with political risk.
  • The core opportunity lies in hedging the disconnect: use cheap macro complacency and crypto floor bets to fund political volatility protection.

EXECUTIVE SUMMARY

Our analysis of high-volume prediction markets reveals a stark dichotomy: a 50% implied probability of a major political disruption (Trump's departure) by year-end, contrasted with sub-15% probabilities for significant macro or policy shifts (Fed Chair departure, recession, aggressive Fed cuts). This suggests markets are pricing a high-impact, low-base-rate political event while maintaining a 'Goldilocks' macro narrative. Simultaneously, crypto markets exhibit extreme bullish skew, with high conviction on Bitcoin maintaining >$80k levels but low probability (~11%) assigned to a >$100k breakout this year. The central investment thesis is one of disconnected risk pricing: political volatility is not being sufficiently factored into asset-class-specific forecasts, particularly for rate-sensitive and sentiment-driven sectors like crypto. The primary actionable insight is to use the crypto and macro policy markets as a source of hedge liquidity against political tail risks.

DETAILED MARKET ANALYSIS & ACTIONABLE INSIGHTS

1. THE 50-50 PROPOSITION: TRUMP'S EXIT AND ITS IMPLICATIONS

The market 'Donald Trump out this year?' (50.0%, $9.8M vol) is the dominant narrative driver. A 50% probability for an event of this magnitude within a ~7-month window is exceptionally high for an incumbent president. Historical context is instructive: similar markets for Biden's exit in 2024 rarely breached 30% before his debate performance. The volume indicates deep, two-sided conviction.

Catalysts & Timeline: The market resolves on departure for any reason, creating a basket of catalytic risks:

  • Health & Age: A constant, non-zero background risk.
  • 25th Amendment & Incapacity: A constitutional crisis scenario, low probability but extreme impact.
  • Resignation: Highly unlikely barring an unprecedented political or legal shock.
  • Electoral/Political Shock: A potential, though contested, Democratic convention victory in August could alter the calculus for Republican leadership.
  • Legal Conviction & Sentencing: The most tangible near-term catalyst. Sentencing in the NY case (July 11) and potential Secret Service logistical disputes around imprisonment could create intense pressure, though a stay pending appeal is likely.

Trading Implications: The 50% level acts as a gravity well. Downside bias exists: The market efficiently prices immediate, known risks (sentencing). For the probability to sustain or rise, a new negative catalyst must emerge. Absent that, slow decay toward 35-40% is probable. However, given the binary nature, this market is less a directional bet and more a critical macro hedge. A long position here is a cheap (0.50c) portfolio insurance policy against systemic US political instability. Correlations suggest a 'Yes' outcome would initially spike volatility (VIX), strengthen the dollar on safe-haven flows, and pressure risk assets—directly contradicting the bullish crypto thesis.

2. CRYPTO MARKETS: BULLISH PLATEAU WITH SKEWED TAILS

The suite of Bitcoin markets paints a clear picture: extreme confidence in a high floor, tempered expectations for a parabolic rally in 2025.

  • Floor Confidence: 'How low will Bitcoin get this year?' has a 20% probability for the bucket '$80,000.01 or above' ($5.4M vol). This implies an 80% market-implied probability that Bitcoin trades below $80k at some point in 2025. Yet, the current spot price (~$67k) suggests the market expects any dip to be shallow and brief, with $80k as a resilient support level.
  • Ceiling Skepticism: The ceiling markets show minimal chance of a 2025 blow-off top. '> $100k by Dec 31' is 11% ($5.8M vol). '> $130k' and '> $150k' are priced at just 1% each ($9.7M & $4.6M vol). This is a volatility compression signal. The market envisions a consolidation year within a band, perhaps $70k-$95k, rather than a repeat of 2024's Q1 surge.
  • EETH Underperformance: The 2% probability for Ethereum >$5k (vs. ~$3.5k spot) indicates even greater skepticism for altcoin leadership. The ratio reflects concerns over regulatory overhang (SEC ETF delays) and lack of near-term catalytic narratives post-ETF.

Key Catalysts & Risks:

  • Catalysts (Upside): Unexpectedly rapid ETH ETF approvals (S-1), positive regulatory clarity from a potential Trump administration (though policy remains vague), or a surprise dovish Fed pivot.
  • Risks (Downside): The primary risk is macro-political, not crypto-specific. A Trump exit scenario would likely cause a correlated risk-off dump across crypto. Other risks include Mt. Gox distribution volatility (Q3 2024) and regulatory crackdowns.

Actionable Insight: The low cost of tail bets (1% for >$150k) makes long-volatility strategies attractive. Selling the $80k floor (i.e., betting Bitcoin will dip below $80k) at 80% probability offers a favorable risk/reward if macro or political conditions deteriorate. The crypto complex is overly complacent to the political risk priced at 50% in the Trump exit market.

3. MACRO POLICY: A BACKDROP OF PERCEIVED STABILITY

Markets priced for remarkable stability in the economic and policy apparatus, creating a stark contrast with political risks.

  • Fed Leadership: 'Powell leaves before 2026?' at 1% ($6.4M vol) indicates near-total confidence in institutional continuity. Even in a Trump exit/Vice President Harris scenario, the perceived political cost of removing Powell is seen as prohibitive.
  • Rate Path: 'Will the Fed cut rates 2 times [50 bps]?' at 6% ($4.6M vol) is telling. The market sees minimal chance of an accelerating easing cycle. This aligns with recent Fed communications and sticky inflation data. It implies a 'higher for longer' reality that should, in theory, cap multiple expansions for risk assets like tech and crypto.
  • Recession Risk: A mere 1% probability for a 2025 recession ($4.4M vol) is the cornerstone of the 'soft landing' narrative. This is the most vulnerable assumption in the macro suite. Leading indicators (credit spreads, PMIs, inverted yield curve) are not flashing red, but a 1% price ignores tail risks from a political shock or an exogenous oil price spike.

Contradiction & Opportunity: The crypto bull case (high floor) implicitly relies on this benign macro backdrop (no recession, steady rates). Yet, crypto's 50% correlated political risk is not reflected in its price distribution. This is a pricing inefficiency. Traders should consider the 'No Recession' and 'Powell Stays' markets as funding sources for hedge positions against political volatility. Selling this extreme complacency (i.e., buying recession odds at 1%) could be a high-payoff, long-dated hedge.

4. CROSS-MARKET CORRELATIONS & HEDGE CONSTRUCTION

The isolated market probabilities are less valuable than their interconnected relationships. We model two primary regimes:

Regime 1: Status Quo (55-60% Probability): Trump remains, macro steady, crypto consolidates. This is the baseline path markets are leaning toward. In this scenario:

  • Trump exit market drifts from 50% → 35-40%.
  • Bitcoin likely oscillates in its $70k-$95k range, making short-volatility or range-bound strategies profitable.
  • Low-probability macro bets (recession, Powell out) expire worthless.

Regime 2: Political Shock (40-45% Probability): Trump exits office. A cascade likely follows:

  • Immediate: VIX spikes, Treasury rally (flight to quality), USD strengthens.
  • Equities & Crypto: Sharp, correlated sell-off. Bitcoin likely breaches its $80k floor target swiftly. The high-floor crypto confidence (80% probability for >$80k) would be severely tested.
  • Policy Uncertainty: 'Powell Leaves' and 'Recession' probabilities would rise from 1% to perhaps 10-20%, repricing dramatically.

Asymmetric Hedge Portfolio:

  1. Core Hedge: Long 'Trump Out YES' (50c). This is the direct play.
  2. Convexity Add-On: Long tail crypto puts/futures below $70k, funded by selling overpriced 'Bitcoin >$80k' floor confidence in prediction markets or options markets.
  3. Long Volatility in Macro Complacency: Buy 'Recession in 2025' (1c) and/or 'Powell Leaves' (1c) as cheap, high-potential-payoff hedges that would spike in a political crisis.
  4. Relative Value: Short Ethereum vs. Bitcoin (expressed via ratio trade). ETH's lower ceiling probability (2% vs. BTC's 11% for major milestones) and regulatory headwinds make it a relative underperformer, especially in a risk-off shock.

CONCLUSION AND RECOMMENDATIONS

The prediction market landscape reveals a market myopically pricing risks in silos. The 50% probability of a US presidential exit is a systemic risk factor not being adequately incorporated into asset-class-specific forecasts, particularly for crypto and macro stability.

Primary Recommendation: Implement a Political Volatility Hedge. Allocate 1-3% of a speculative portfolio to a basket of the high-impact, low-probability events that would correlate with a 'Yes' on Trump's exit. This includes the direct market, recession, and Fed Chair departure markets.

Secondary Recommendation: Fade Crypto Complacency. The 80% confidence in a $80k+ Bitcoin floor is excessive given the political overhang. Use prediction markets or derivatives to express a view that Bitcoin will trade below $80k in 2025, using the premium collected to buy tail-call options on >$130k as a cheap lottery ticket for a scenario where the political shock is avoided and the bull market resumes.

Final Assessment: The most mispriced asset is not a single market, but the correlation structure itself. Traders who explicitly position for the re-pricing of this correlation—where political risk reasserts itself into crypto and macro forecasts—stand to capture alpha in the volatile months ahead. The third quarter of 2025, with its legal and political milestones, will be the critical testing ground for these probabilities.

Risk Disclaimer: Prediction markets are speculative instruments. Probabilities are not forecasts but the equilibrium price of traded sentiment. Volume, while significant, can be driven by concentrated liquidity. All strategies involve risk of total loss.

Market Analysis

Donald Trump out this year? ➡️

Current Probability: 50.0%

Anchor market. 50% is a magnet; requires new negative catalyst to rise. Acts as portfolio insurance against systemic political shock.

Bitcoin > $100k by EOY 2025 📉

Current Probability: 11.0%

Shows tempered expectations for parabolic rally. High volume indicates strong two-sided interest at this level.

Bitcoin floor > $80k 📉

Current Probability: 80.0%

Implied probability of staying above $80k is 20%. Overly confident given political and macro risks. Prime candidate to fade.

Recession in 2025 📈

Current Probability: 1.0%

Extreme complacency. A high-impact, cheap hedge that would spike in a political or economic crisis.