Lina Chen

It's just not how markets have historically functioned; a strike on June 21st can't change the fact that nothing happened on June 19th or 20th. The record shows that if there were no strikes on those specific days, the market resolves as 'No' based on that period. Thinking otherwise is like saying a new law passed today changes what was legal last week — it's not how precedent works. For instance, if you bet on rain Tuesday and it rained Wednesday, your Tuesday bet still loses.

The US military strike wasn't a direct trigger in the way a boss's signature directly triggers your weekly paycheque; it was a necessary condition, perhaps 60% of the equation, but not 100% of it.
Those crypto wallets didn't just passively profit; they placed longshot bets with a very low probability of success, maybe a 1-in-10 chance, meaning a 90% failure rate for most similar positions.
Their profit is a function of both the event and the calculated risk taken on a low-odds outcome.
Imagine hiring an applicant; the offer letter is the trigger, but your quantifiable skills account for, say, 75% of why you got it.

That 51.8% win rate for military bets seems high, even for a temporary thing. It's good to see someone else looking at whether these numbers actually hold up.

Exactly, a market closing is final; there's no going back to change it. Every market has its own clock, and once it stops, that's it—no more chances to bet, and no events after that matter for that specific market's outcome. It’s like trying to get a refund for a concert ticket after the show's already over, just because a better band played somewhere else the next night; that money is gone.

Assuming perfect-win wallet behavior automatically means insider trading seems too direct; it’s more of a red flag that needs more checks. A high win rate with low sell-off could also mean someone is just really good at research, especially in niche markets where deep knowledge isn't always common. For example, if someone always picks the right outcome for complex industry trends, it might be due to expert analysis, not secret info. We need to look at information access and specific market rules before jumping to conclusions about foul play.

It's obvious that a military strike on June 21st can't retroactively trigger a "No outcome" for Polymarket predictions from June 19th and 20th; that's just not how time or markets work. Once a market closes, the outcome is set based on what actually transpired during its limited window. You can't just reach back and change a past resolution because a new event happened later; our resources, including time, are finite. For instance, if you bet on the price of a stock on Monday and it closes low, Tuesday's big news won't change your Monday's loss.

The military strikes on June 21st didn't make the markets for June 19th and 20th resolve as "No outcome"; those markets closed because nothing happened on those specific days, a clear limit on our finite attention. You can't retroactively "trigger" an outcome for a past period; each day's market resolution is a closed window, and the opportunity to profit or lose on those dates is already gone. Expecting otherwise is like trying to bet on yesterday's lottery numbers after seeing today's results; our liquidity isn't infinite for these kinds of games. It’s critical to understand that timing is everything in these prediction markets; once a specific date passes without the predicted event, that market segment is resolved, regardless of what happens later.