Shutdown Odds Doubled. Markets Looked the Other Way.

DHS funding expires next week and Polymarket sees 65% shutdown. VIX jumped 16% on tech earnings. The fiscal cliff hasn't even registered.

Equities sold off for a third straight session Thursday. The S&P 500 fell around 1%. The Nasdaq dropped over 1.5%. The Dow lost nearly 600 points. 

Alphabet's $185 billion AI spending forecast spooked investors. 

After hours, Amazon fell another 8% after projecting $200 billion in 2026 capex.

The VIX surged 16% to close above 21. 

Ten-year Treasury yields fell to around 4.19%, driven by labor market cracks: Challenger layoff announcements hit 108,000 in January, the highest since 2009. Weekly claims came in at 231,000 versus 212,000 expected. 

Oil slid below $64. Gold bounced toward $5,000 before fading.

Every traditional risk indicator pointed at the same thing. Tech repricing. AI capex anxiety. A softening labor market.

None of them pointed at the fiscal cliff arriving next week. Polymarket's government shutdown contract surged to 65%, up 44 points since Tuesday. 

Over half a million dollars in volume. Traditional markets haven't priced a single basis point of this risk.

This is where prediction markets lead the financial system.

Investor Signal: Markets are pricing tech earnings risk and labor softening. They haven't begun pricing a fiscal disruption that prediction markets see as more likely than not. The question isn't whether shutdown risk matters — it's whether your positioning reflects a world where it doesn't exist.

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Trump signed the spending package Tuesday, funding most agencies through September. But the Department of Homeland Security got only a two-week extension. That funding expires February 13.

Equities shrugged. Bond markets focused on earnings. The VIX spiked on Alphabet, not appropriations.

Prediction markets moved first.

Polymarket's shutdown-by-February-14 contract climbed from around 20% to 65% in days. 

That's consensus forming in real time.

The dynamics support the signal. Senate Democrats have demanded DHS reforms including body cameras, an end to roving patrols, and restrictions on agents wearing masks. 

Republicans have accepted some conditions but not others. Thune called negotiations "really, really hard."

The jobs report scheduled for Friday has been delayed because of the prior shutdown. 

That means the most important data point for the March Fed decision arrives late, into a market already repricing labor risk on Challenger data alone.

When headlines catch up to 65% next week, equities won't discover new information. They'll confirm what prediction markets already priced.

Investor Signal: A delayed jobs report and a looming DHS lapse create a data vacuum heading into next week. Portfolios built around the assumption of continuous economic data flow may need to account for the gap. The last shutdown lasted four days. Prediction markets suggest the next one could start before the missing data even arrives.

Polymarket's best-performing-asset-of-2026 contract now shows gold at 56%, up 31 points. Bitcoin sits at 27%, down 22 points. The S&P trails at 17%, down 11 points.

That rotation happened in weeks.

Traditional indicators framed each move separately. Gold's crash linked to the Warsh nomination. Bitcoin's slide tied to risk-off sentiment. Equities weighed down by capex fears.

Prediction markets consolidated the signal. Capital migrated from growth assets to hard stores of value. 

The rotation surfaced in one contract before it dispersed across three separate narratives. 

Gold's 56% represents the clearest consensus bet on risk-off positioning for the year.

Investor Signal: When three asset classes move in the same direction and prediction markets consolidate the signal before traditional narratives catch up, it's worth asking whether your allocation still reflects the regime that existed a month ago — or the one forming now.

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Kalshi's confirmation contract shows only 61% by May 1, with the chart dropping sharply on February 6. Longer-dated contracts hold at 84% by June. 

Markets expect confirmation eventually, but the near-term path just got harder.

Meanwhile, Iran strike odds draw a steep escalation curve. 

By next week: 7%. By mid-February: around 14%. By month-end: 30%. By March: 42%. By June: 54%. 

Over $181 million in volume has priced a steady climb in geopolitical risk that oil markets have barely acknowledged.

NVIDIA holds 71% odds as the largest company by end of February on Polymarket, with $2.8 million in volume. Apple trails at 12%. 

The AI spending shock from Alphabet and Amazon hasn't dented NVIDIA's position. Every dollar of capex these companies announced flows through NVIDIA's supply chain first.

On monetary policy, Kalshi shows 88% the Fed holds in March. But the full-year picture splits nearly evenly: 23% for exactly two cuts, 22% for three, 14% for one. That's $750,000 in volume pricing genuine disagreement about the path, even as the next meeting is already decided.

Investor Signal: The Warsh delay, the Iran curve, and the rate cut split all point in the same direction: policy uncertainty is rising across monetary, fiscal, and geopolitical channels simultaneously. When uncertainty compounds across multiple axes at once, the cost of being wrong on any single assumption increases.

Will this happen? What percentage? 

But the most valuable signal often isn't the headline odds. It's the term structure.

Take Iran. A 7% chance of a strike by next week sounds calm. But line up the contracts by date and a different picture forms. 14% by mid-month. 30% by month-end. 42% by March. 54% by June.

That's not a flat probability. That's a curve with a slope. And the slope tells you more than any single number.

The amateur question: will the U.S. strike Iran this week? The professional question: at what rate is the probability compounding, and when does the curve steepen?

Traditional risk indicators treat geopolitical events as binary. Oil spikes or it doesn't. Prediction markets turn binary events into continuous curves, letting you track consensus formation in real time.

Investor Signal: Flat near-term odds can mask steep medium-term risk. Any portfolio stress-tested only against this week's probabilities may be underweighting the cumulative exposure that builds over the next 90 days.

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Three things are already priced that headlines haven't processed. 

A DHS shutdown next week at two-in-three odds, with over $538,000 in volume and zero corresponding movement in equities or credit. 

An Iran escalation curve that compounds to coin-flip territory by spring while oil sits near $63. 

And a gold-over-everything rotation that turned a January crash into the consensus 2026 trade, with $393,000 in volume behind it.

The Fed March decision drew $4.6 million on Kalshi and $71 million on Polymarket. 

The 88% hold probability looks settled. The full-year path does not. 

The delayed jobs report extends the information gap further. 

Amazon's after-hours collapse confirms the AI capex rethink that prediction markets embedded in NVIDIA's 71% dominance weeks ago.

February 13 timestamps what prediction markets already priced on February 6.

Capital leads. Coverage follows. The timing gap keeps widening.