The military strikes on June 21st are presented as triggering the "No outcome" resolution for the June 19th-20th Polymarket, but the likelihood of a future event retroactively causing a past resolution is extremely low, perhaps p(<0.01). Market resolutions for specific dates are based on events within that defined timeframe; if there were no strikes on June 19th or 20th, the markets for those days would resolve as "No" with a p(1.0), irrespective of what happened later. This seems like a confusion between subsequent events and direct causation for past outcomes, a common cognitive bias in interpreting complex financial resolutions.