FOMC Rate Probability & Expert Panel Sandbox

Consensus Action Pause / Hawkish Hold Normalized modal policy trajectory

Weighted Probability Score 55.0% Expert-weighted pause certainty

Expert Alignment 3/3 Active All panel viewpoints synthesized

Market Volatility Index High (VIX 18.4) Implied rate-event straddle skew

Fed Funds Rate Probabilities

Scrub probabilities to simulate market odds & basis point shifts

HIKE Rate Hike Probability

35%

PAUSE Pause / Hold Probability

55%

CUT Rate Cut Probability

10%

Policy Step Increments:

+25 bps increment

Expected Net Rate Shift: +6.25 bps

Featured Macro Experts

Toggle viewpoints from Unusual Whales live panel

@josephwang Ex-Fed Open Market Desk Trader ("Fed Guy")

Focuses on balance sheet liquidity (RRP and TGA flows) and bank reserves. Warns that premature cuts risk reigniting inflationary pressures while quantitative tightening continues.

Stance Bias: Hawkish Hold QT Watch

@super_macro Macro Strategist & Cross-Asset Analyst

Examines labor market cooling vs. stubborn services CPI. Forecasts a terminal pause with higher-for-longer dot-plot guidance to preserve optionality.

Stance Bias: Higher For Longer Data Dependent

@stevehou Quantitative Researcher & Volatility Specialist

Models Treasury term premium expansion and implied volatility skew. Indicates options markets are under-pricing right-tail hike tail risk and forward dispersion.

Stance Bias: Term Premium Risk Vol Skew

Treasury Yield Curve & Market Shock Projection

Simulated impact across maturities based on probability weights

Baseline Curve

Post-FOMC Shock Projection

Generated Macro Intelligence Briefing

Live Synthesis Ready