Research NoteDESK/ELECTIONS_DESK

Research Note: Cross-Asset Volatility in an Uncertain Political & Macro Environment

Analysis of high-volume prediction markets reveals significant implied volatility around Trump administration continuity, crypto price extremes, and monetary policy leadership. The 50% probability of a Trump exit before 2025 is the dominant narrative driver, creating correlated uncertainty across asset classes.

SimpleFunctions Research
SF/RESEARCH

Key Takeaways

  • The 50% implied probability of a Trump exit before 2025 is the anchor creating cross-asset volatility.
  • Fed Chair markets show a stark contrast: high chance of change (Hassett at 38%) conditional on political stability, but near-zero chance of Powell exiting early (1%).
  • Crypto markets skew towards downside fear (20% <$80k) over extreme upside (1% >$150k), acting as a political volatility proxy.
  • The Kevin Hassett nomination probability appears 8-12pp overvalued when conditioned on the 50% Trump exit risk.
  • Actionable trades involve pairing political volatility shorts against overpriced conditional outcomes (Hassett) and exploiting asymmetries in crypto price ranges.

Executive Summary

Current high-volume prediction market data presents a landscape defined by a single, profound political uncertainty: a 50% implied probability that President Donald Trump leaves office before the end of 2025. This binary risk is acting as a volatility anchor, with significant trading interest radiating into correlated markets including Federal Reserve leadership (Hassett nomination: 38%), crypto price extremes (BTC >$100k: 11%), and traditional monetary policy (Two 2024 cuts: 6%). The collective volume (>$64M across these key markets) indicates sophisticated capital positioning for potential regime change. For traders, the central thesis is whether the 50% probability on a Trump exit is an overreaction to short-term noise or a rational pricing of substantiative risk. This note will analyze the linkages between these markets, identify mispricings, and outline actionable trade structures to navigate the heightened cross-asset uncertainty.

Core Thesis: The 50% Anchor and Its Ripple Effects

The market 'Donald Trump out this year?' trading at a 50.0% probability with $9.8M in volume is the most significant datum in this set. It is exceptionally rare for a sitting president, absent a known health crisis or explicit stated intent, to have markets assign a coin-flip chance of departure within a year. This price reflects a market that perceives multiple viable pathways—potentially including resignation, removal via the 25th Amendment, or other constitutional processes—as non-negligible. Historically, similar markets for presidents in their first year of a term have rarely breached 10-15% outside of extraordinary circumstances (e.g., Nixon in 1974).

This probability is not trading in isolation. It directly feeds into three adjacent markets:

  1. Fed Chair Succession (Hassett Nomination: 38%): A Trump exit would drastically reduce the likelihood of a Kevin Hassett nomination. The current 38% probability appears high if the 50% Trump exit probability is credible, suggesting the market may be underpricing the conditional dependency. A simple Bayesian adjustment implies the market assigns a very high probability (~76%) that if Trump serves through 2025, he would nominate Hassett.
  2. Monetary Policy (Powell Leaves: 1%): The 1% probability of Powell leaving before 2026 is strikingly low against the 50% political volatility. This indicates a market conviction that Powell's position is secure regardless of political turmoil, viewing the Fed chair as insulated from presidential fate. This creates a potential volatility skew.
  3. Risk Asset Extremes (Crypto Highs/Lows): The 50% political binary injects a fat-tail risk into all risk assets. The elevated volumes in Bitcoin range markets ($130k+: 1%, $150k+: 1%, <$80k: 20%) show traders hedging for or speculating on extreme moves driven by either policy continuity (potentially crypto-positive) or a destabilizing transition (crypto-negative or volatility-positive).

Deep Dive: Federal Reserve Leadership & Policy

The cluster of markets around the Fed reveals a market expecting profound change, but only under strict political continuity.

The Hassett Proposition (38%): Kevin Hassett, former Trump CEA chair, is priced as the likely next Fed Chair nominee. The 38% probability, paired with the high $5.0M volume, indicates this is a consensus view for a Trump administration. However, this is a classic conditional probability trap. If the unconditional probability of a Trump nomination event is significantly below 100% (implied by the 50% exit risk), the 38% unconditional probability for Hassett seems rich. Actionable Insight: Consider a pairs trade: Short 'Hassett Nomination' (overvalued at 38% given political risk) against a long position in 'Trump Out' or other instruments betting on administration stability. The spread between the implied probability of a Trump nomination event and the Hassett price may compress.

Powell's Fortress (1%): The market assigns a near-zero chance (1%) of Chair Powell leaving before 2026. This confidence is notable. It suggests traders believe: (a) Powell would not resign voluntarily under political pressure, (b) his term is effectively untouchable, and (c) even a new President (e.g., Vice President Harris) would retain him until his term ends. Risk Factor: The asymmetry here is severe. If events unfold that challenge this assumption (e.g., intense political pressure), this market could reprice violently from 1% to 20-30% very quickly, offering a high-risk, high-reward convexity opportunity.

Rate Cut Pricing (Two Cuts: 6%): The market sees minimal chance (6%) of exactly two 2024 Fed cuts. This aligns with a 'higher for longer' or a 'one-and-done' narrative. However, it is critically dependent on the political stability priced in the 50% Trump exit market. A sudden political crisis could force a flight-to-safety easing cycle, making two cuts more likely. Conversely, a Trump administration solidifying its position could lean against cuts for longer. This market is currently pricing a stable macro path, which is in tension with the political volatility signal.

Deep Dive: Crypto as a Political Volatility Proxy

The sheer volume in Bitcoin and Ethereum price-range markets ($9.7M, $7.8M, $5.8M, $5.4M, $4.6M) underscores their role as liquid arenas for betting on macro-political outcomes.

Asymmetric Skew: The data reveals a distinct asymmetry. The probability of Bitcoin falling below $80k (20%) is twenty times higher than it reaching $150k (1%), and nearly double the probability of it exceeding $100k (11%). This indicates a market more concerned with a sharp downside catalyst—potentially a destabilizing political event or a macro shock—than with a melt-up.

The $100k Threshold (11%): This is the most telling single crypto price target. An 11% probability of Bitcoin >$100k by year-end reflects tempered bullishness. Historical crypto bull markets often saw prediction markets assign higher probabilities to round-number breakthroughs. The subdued probability suggests traders see headwinds: potential regulatory hostility under any administration, ETF inflows plateauing, or the draining of liquidity from other risk assets due to political fear.

Linkage to Political Binary: A stable Trump administration might be perceived as moderately crypto-positive (pro-innovation, anti-CBDC), potentially boosting the >$100k probability. A Trump exit could create initial panic (boosting the <$80k probability) but might eventually be seen as removing regulatory overhang, depending on the successor. Actionable Insight: The wide spread between the $100k (11%) and $150k (1%) probabilities offers a relative value opportunity. A structured bet favoring a move to $100k-$130k, rather than an explosive move beyond $150k, may be more efficiently priced. Selling the $150k binary and buying the $100k binary could capture this spread if volatility remains contained within a high-but-not-extreme range.

Anomalies & Relative Value Opportunities

  1. Philadelphia Eagles Super Bowl (10%): At 10% probability with $5.6M volume, this market is an outlier. It trades on pure sports analytics, largely uncorrelated to the political macro drivers dominating other markets. Its high volume suggests it is acting as a liquidity sink or a portfolio diversifier for traders primarily engaged in the political/crypto markets. It offers no edge for a macro trader unless modeling team strength.
  2. Trump Exit (50%) vs. Powell Exit (1%) Volatility Mismatch: This is the starkest dissonance. The market perceives existential risk to the presidency but no meaningful risk to the Fed chair. This either represents deep faith in institutional independence or a significant mispricing. Monitoring correlation between these two probabilities in real-time is key; a rise in the Powell exit probability above 5% would be a major signal of deteriorating institutional stability.
  3. Conditional Probability Mispricing (Hassett): As noted, the Hassett nomination probability appears insufficiently discounted for the risk of a non-Trump nominator. A volatility-weighted valuation suggests it is 8-12 percentage points overvalued unless one has extreme conviction (>90%) in Trump's survival.

Catalysts & Risk Factors

Near-Term Catalysts (Next 1-3 Months):

  • Election Aftermath & Concession: Any disruption or contestation of the 2024 election results will directly impact the 'Trump Out' market.
  • Cabinet Appointments & 25th Amendment Rumors: Market sensitivity to reports of cabinet discord or internal administration conflict will be extremely high.
  • Fed Commentary: Any hint from Powell or governors about political pressure or willingness to serve under duress could reprieve the 'Powell Leaves' market.
  • Bitcoin ETF Flows & Regulatory Statements: SEC or Treasury comments on crypto regulation from either party will sway the price target markets.

Structural Risk Factors:

  • Liquidity Illusion: High volume across these markets may reflect a small number of large players, creating the illusion of consensus. A shift in view by one major fund could reprieve multiple markets simultaneously.
  • Binary Correlation Breakdown: In a true crisis, historical correlations between assets (and prediction markets) may break down. A Trump exit might not trigger a crypto sell-off if it simultaneously triggers a dollar crisis, for instance.
  • Resolution Clarity: Some markets (e.g., 'Trump Out') may have ambiguous triggers (25th Amendment vs. resignation vs. other). Legal interpretations could affect resolutions.

Actionable Trade Structures

  1. Macro Volatility Hedge: Long 'Trump Out' (50%) / Short 'Hassett Nomination' (38%). Expresses the view that political risk is underappreciated in the Hassett price. Risk: Trump remains and strongly endorses Hassett, causing both sides to lose.
  2. Crypto Asymmetry Play: Long 'BTC > $100k' (11%) / Short 'BTC < $80k' (20%). Expresses a view that downside fear is overpriced relative to bullish potential. This is a credit spread that profits if BTC trades between $80k and $100k at expiry.
  3. Convexity Hunt: Long 'Powell Leaves' (1%). A minimal-premium, high-convexity bet on a black swan event damaging Fed independence. Suitable for a small, speculative portion of a portfolio.
  4. Conditional Pairing: Monitor the ratio between 'Trump Out' probability and 'BTC < $80k' probability. A rising ratio (political risk up, crypto down risk steady) suggests decoupling; a falling ratio suggests crypto is absorbing the political risk premium. Trade the divergence.

Conclusion

The prediction market landscape is dominated by a historically elevated pricing of political instability in the United States. The 50% probability of a Trump early exit is the sun around which other markets orbit. This has created a set of conditional probabilities that, upon closer examination, reveal potential mispricings—most notably in the Hassett Fed Chair market, which appears to discount the political risk inadequately.

For traders, the primary directive is to determine a core view on that central binary. A belief that 50% is too high justifies fading volatility across crypto and Fed markets, seeking to collect premium from overstated tail risks. A belief that 50% is too low (or even accurate) necessitates hedging for correlation spikes and constructing positions that benefit from institutional uncertainty.

The remarkable volumes indicate that significant capital is already positioned for volatility. The opportunities lie not in following the obvious headline probabilities, but in constructing relative-value trades that exploit the subtle dependencies and misalignments between these interconnected binaries. The coming months will test the resilience of both political institutions and the prediction markets that bet on them.

Market Analysis

Trump Out This Year? ➡️

Current Probability: 50.0%

Central binary driving all other markets. Historical anomaly for a sitting president. Price reflects multiple plausible exit mechanisms. Key monitor for all cross-asset correlations.

Trump Nominates Hassett for Fed Chair 📉

Current Probability: 38.0%

Likely overvalued conditional on 50% Trump exit risk. Implies ~76% conditional probability if Trump stays. High volume shows consensus view, creating short opportunity against political volatility.

Bitcoin > $100k by EOY 2025 ➡️

Current Probability: 11.0%

Modest bullish probability. More sensitive to macro-political shifts than crypto-native factors. Asymmetrically low vs. downside probability (<$80k at 20%).

Powell Leaves Before 2026 📈

Current Probability: 1.0%

Extreme complacency regarding Fed independence. High convexity, low-cost hedge against institutional break-down. Asymmetric risk/reward.

Fed Cuts Twice in 2024 ➡️

Current Probability: 6.0%

Pricing a stable, 'higher-for-longer' path. Highly vulnerable to repricing from a political or economic shock forcing an easing cycle.