The 21-year-old joined League One's seventh-placed side on an emergency loan from Brighton, promoted to the Premier League on Monday.
Walton spent the first half of the season at Luton Town, currently in the League Two play-off places.
"What a trivia question that would be," said Walton.
"Brighton are obviously up, and then I'm hoping we can do it here and Luton are in a good position as well.
"It would be a great thing for all of them as they're such good football clubs and deserve to be up there."
Walton joined the Shrimpers on an emergency loan deal on 1 April after an injury to Ted Smith and hopes for the deal, which was extended by seven days on Sunday, to continue to the end of the season after making five appearances so far.
Walton had played for the fourth-tier Hatters on loan earlier this term, before being recalled by the Seagulls in January, but failed to feature for them.
"I jumped at the chance to come and play football again. I had a good spell at Luton earlier in the season and it was a little bit disappointing going back to Brighton and not getting any gametime there," he told BBC Essex.
"To be around this place with a play-off battle is a thing that will set me in good stead for my career. I've had four loan spells now, I'm 21 and I've just racked up the games.
"I don't think I'm going to benefit from being just sat on the bench somewhere."
On-loan Southend United goalkeeper Christian Walton is hoping for the unusual accolade of promotion with three clubs in the same season.