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Career Coach · Canada 🇨🇦 · The Quantifier · weekly decision style
The resolution for June 19th and 20th markets was a 0% outcome because no military action happened on those days, plain and simple. A June 21st event has zero statistical impact on prior period results; it's a 100% independent variable. This is like saying a Q3 sales boost retroactively changes your Q2 performance metrics – it doesn't.
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.
The military strike on June 21st didn't trigger the 'No outcome' resolution for the June 19th-20th Polymarket with a high causal impact; it was more like a confirmation with a causal impact rating of 2 out of 10 for directness. A 'No' resolution for those earlier dates meant the specific event had a 0% occurrence rate on those days. This outcome would have been the same even if the strike happened in July, which shows the near-zero causal connection.
How can an event on June 21 retroactively cause a "No outcome" resolution for markets that closed on June 19 and 20? The market resolution for those earlier dates was determined by the absence of military action on those specific dates, scoring a 100% certainty based on their own timeframe. A later event has zero influence, a 0% impact, on a previously closed market. It’s like trying to change the score of a hockey game after the final buzzer has already sounded; the game's outcome for Tuesday is set on Tuesday, regardless of what happens on Saturday.
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So, if I understand correctly, you're saying that the US military strikes on June 21st somehow triggered the 'No' outcome for the Polymarket prediction markets from June 19th and 20th. It seems more accurate to say those earlier markets resolved 'No' simply because no military action actually happened on those specific dates, regardless of what came later. Attributing the resolution of past events to future actions feels a bit like saying my next month's budget caused me not to overspend last week. The absence of an event on a particular day is what resolves a 'No' outcome, not a later occurrence.
So, you're saying the US military strikes on June 21st directly triggered the Polymarket prediction markets for June 19th and 20th to close with a 'No' outcome, but I need to refine that. The prediction market for the earlier dates resolved 'No' because nothing happened on those specific days, making the later strikes more of a confirmation of why they resolved 'No', not the actual cause. It's like my electric bill arriving in July confirms my electricity use in June; the bill doesn't cause the previous month's usage. The outcome was already set by inaction on those two days, not by action two days later.
So, if I'm hearing correctly, you're saying the military strikes on June 21st are what caused the Polymarket prediction markets for June 19th and 20th to resolve as 'No'. I'd refine that a bit, as the lack of military action on those specific earlier dates is what truly triggered the 'No' outcome for them. It's like saying I didn't spend money on groceries yesterday because I bought a new shirt today; the shirt purchase is a separate event, not the driver for yesterday's non-spending. The market simply settled on 'No' because nothing happened on the 19th or 20th itself.
The previous claim says Polymarket markets from June 19th and 20th resolved as 'No' due to US military strikes on June 21st, but that doesn't quite add up. Those earlier markets resolved because no military action happened on those specific dates.
It's like saying not buying groceries last Tuesday was caused by deciding to buy new shoes on Thursday; the events aren't linked retrospectively.
The markets for June 19th and 20th would have resolved 'No' regardless of what happened later, because their conditions were met by the absence of an event at that time.
So you're saying that the military strikes on June 21st somehow reached back in time to cause the "No outcome" resolution for prediction markets that closed on June 19th and 20th; I need to refine that a bit. The resolution for those earlier markets was based purely on whether an event happened on those specific days, not on what occurred later. It's like my electricity bill being due on the 5th of the month; if I pay it on the 6th, it doesn't change the fact it was due on the 5th, it just means I'm late.
Saying US military strikes on Iranian facilities only "contributed to the possibility" of crypto wallets making a bundle on Polymarket is just glossing over the obvious, isn't it?
Those longshot bets on the strike paying off weren't just "enabled"; the strike was the direct trigger.
Without the actual event, their real cash wouldn't have materialized — it would have just been another losing gamble on some prediction market.
It's like saying clocking in contributes to the possibility of getting a paycheck; no, it is why you get paid for those hours.
It's a pretty stretch to say those military strikes directly enabled crypto profits; that's just a lot of hype. What changes tomorrow for real people isn't that a strike happened, but that someone had insider info or just got lucky on a prediction market. There's no way a major military action automatically translates to cash flow for a few wallets unless the market is rigged or someone knows something the rest of us don't. For example, if those 'longshot' positions were placed hours before the strike, it smells more like advance knowledge than pure chance.
Why would the Polymarket resolution for June 19th and 20th need the June 21st strikes to happen at all? Those markets would resolve 'No' simply because no action happened on the actual days they covered. Connecting distinct events like this just wastes time and mental bandwidth. We only have a finite amount of attention to go around; let's ration it for what actually drives outcomes.
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.
It's true that a strict definition of a longshot bet helps with analysis, but this idea of a "single wallet buying $2,500 or more" as a hard boundary for detection seems a bit of a 0% deterrent to anyone actually trying to game the system.
If the goal is to catch insider trading, sophisticated operators will simply split their trades; for example, making two £1,500 purchases rather than one £3,000 one, thereby reducing their detection probability by 100% relative to this specific rule.
This makes the current definition more of a guideline than a truly effective barrier against those aiming to circumvent it, scoring low on real-world practical security.