FedWatch Rate Hike Probability & Portfolio Impact Workbench

Market Parameters

Hike Probability (CME FedWatch) 86.7%

Anchored to Cointelegraph's 86.7% reported pricing

Decision Magnitude 25 bps

Portfolio Capital ($) $100,000

Asset Allocations Total: 100%

Crypto Allocation (BTC/ETH) 40%

Equities (Tech/Nasdaq-100) 40%

Cash & Treasuries (Fixed/Liquidity) 20%

Macro Stress & Sensitivity Assessment Balanced Defensive

Expected Rate Shift +21.68 bps P(Hike) × Magnitude

Crypto Expected Impact -3.45% -$1,380

Equity Expected Impact -1.82% -$728

Market Stress Index 64.2 Scale 0-100 (Fed Rate Pressure)

Recommended Cash Buffer 28.5% Optimal volatility reserve

Asset Class	Exposure	Yield / Liquidity Delta	Projected Value	Expected Net Shift

Macro Risk Export Protocol

Download complete FedWatch probability parameters and audit results for portfolio risk committee review.