My apologies, I think there might be a mix-up in your request. You've provided text in Chinese and asked for a translation, but the "input target language is : th" suggests you might want Thai. However, your detailed role definition specifies translating **Chinese to English**. I will proceed with the **Chinese to English** translation as per your primary instructions. If you need Thai, please clarify. Here is the translated English output: Reviewing Four Correct Prediction Cases of the US-Iran Mystery: Clues in Public Information

Original | Odaily Planet Daily (@OdailyChina)

Author｜jk

On February 28, 2026, a joint US-Israeli airstrike on Iran began. This was less than two hours after Trump posted that eight-minute video on Truth Social, and Khamenei's death had not yet been officially confirmed by Tehran.

But on Polymarket, the contract "Will the US strike Iran before February 2026?" was already trading at $0.98.

From February 28 to April 30, Polymarket contracts surrounding the US-Iran conflict generated over $300 million in trading volume. During this period, the market experienced multiple high-volatility events, including the war's start, the Strait of Hormuz blockade, ceasefire announcements, ceasefire breakdowns, and ceasefire extensions. Each major event was accompanied by a dramatic repricing of contract prices.

In this article, Odaily Planet Daily breaks down four accounts that saw significant profits during this period, focusing on a single core question: What was the public information environment like when they placed their bets, and was their judgment justifiable at the time?

Case 1: All-in on Ceasefire, 3,503% in One Day, Over $450,000 Profit

Account: Fernandoinfante

On April 7, Trump announced a US-Iran ceasefire on Truth Social. The "Will the US and Iran reach a ceasefire before April 7?" contract jumped from single digits to nearly $1. The beneficiary of this trade was Fernandoinfante, who had purchased 477,543 Yes contracts at an average price of 2.8 cents beforehand, with a total cost of $13,200.

Single trade return: 3,503%, liquidated that day, profit $450,000, equivalent to over 3 million RMB.

Before April 7, the public information on ceasefire negotiations was as follows: On April 5, Pakistan proposed a two-week ceasefire draft, which Iran formally rejected, countering with a 10-point plan that included demands for troop withdrawal, compensation, and full lifting of sanctions. On April 6, Trump threatened to expand strikes to power grids and bridges but then delayed by 5 days, saying "negotiations are ongoing." In the early hours of April 7, the market's consensus pricing for a ceasefire remained extremely low. 2.8¢ meant the market assessed the probability of a ceasefire that day at no more than 3%.

From a public information perspective, Iran had just rejected the Pakistani draft, Trump was still threatening bombing, there was no formal channel for negotiations, and the Strait of Hormuz remained blockaded. No mainstream media reported an imminent ceasefire on the evening of April 6.

What was the basis for this judgment?

First, information asymmetry. Polysights pointed out on Twitter that this trade was placed two days before the ceasefire announcement. If true, the buy-in time was around April 5. By then, Trump had already softened his rhetoric (delaying power grid strikes by 5 days), and the Pakistani mediation channel was still open. Some Washington observers had begun discussing by April 5-6 that "Trump needs a result." A trader consistently tracking negotiation channels could potentially react faster than market pricing on Pakistani diplomatic moves, though this still requires strong intelligence-gathering capabilities or inside access.

Second, extreme odds betting. A price of 2.8¢ means that even if the ceasefire probability was only 10%, this was still a positive expected value bet. The trader's strategy: in the final stages of a geopolitical contract, systematically buy all low-priced Yes contracts, covering multiple expiration dates with small capital, and wait for one to trigger.

Fernandoinfante also had losing trades, such as predicting the Strait of Hormuz would return to normal, a permanent peace deal would be reached, and the Iranian regime would collapse—all of which failed, confirming this logic. He bet on multiple directions simultaneously; the ceasefire was just one that happened to hit.

Of course, his own explanation was that "Jesus told him."

He himself claims he was inspired by God.

So, what can be learned?

This person wasn't betting on a specific outcome, but on the broad direction of "de-escalation of the conflict in some way." He bought into ceasefire, permanent peace, Strait of Hormuz restoration, and regime collapse, executing a diversified directional bet.

Ultimately, only the ceasefire event hit; the rest all lost money. But one 3,500% return was enough to cover all losses and generate hundreds of thousands of dollars in net profit.

The logic of this structure is that in low-liquidity tail-event contracts, the market systematically underestimates the probability of sudden geopolitical turns. When an event's probability is priced at 2-3%, but the actual probability might be 10-15%, buying such contracts in bulk has positive expected value, even if most expire worthless.

Case 2: Consistent Losses, Then a Clean Sweep on the Final Day: The "Firm Conviction" Strategy

Account: Vivaldi007

Vivaldi007 registered on Polymarket in February 2026, less than three weeks before the geopolitical conflict erupted. From day one, he did only one thing: bet that the US would strike Iran.

His trading record is quite outlandish: Starting February 11, for every single deadline—11th, 12th, 13th, 15th, 16th, 17th, 18th, 20th, 22nd, 25th, 26th—he bought Yes contracts, with average prices between 0.4¢ and 3.6¢. Every single trade went to zero, all losses, totaling approximately $39,000.

The strategy of repeated failures followed by success.

Then, on February 28, the joint US-Israeli airstrike began, and Khamenei was killed that day.

He held 504,416 Yes contracts expiring on February 28, purchased at an average price of 12.7¢, investing $63,986. He ultimately profited $437,930, a return of 684%. Combined with his holdings on the same day for "Will Khamenei step down?" (bought at 53¢, +88%) and "Will Israel strike Iran?" (bought at 14.9¢, +571%), the three contracts netted over $629,000 in a single day, covering all previous losses and earning a net profit of $511,098.

Timeline Position and the Information Environment at the Time

In early February, when Vivaldi007 registered his account, several important events occurred on the public information front:

On February 6, indirect US-Iran negotiations restarted in Muscat. Witkoff, Kushner, and CENTCOM commander Brad Cooper were on the US delegation list—military direct involvement in negotiations was an anomaly in itself. On February 13, Trump ordered the USS Gerald R. Ford carrier strike group to the Middle East. On February 17, Khamenei publicly stated, "The US Navy can be sunk." On February 20, Trump set a 10-day ultimatum and publicly threatened military action. On February 24, in his State of the Union address, Trump claimed Iran had restarted its nuclear program. On February 26, the third round of Geneva talks collapsed, with the US delegation leaving "in disappointment." On February 27, multiple embassies began evacuating non-essential personnel from Tehran.

Of course, the Trump administration had the precedent of Venezuela, which was also an indispensable part of the consideration.

From February 11 to February 27, the market's pricing for "Will the US strike Iran in February?" never exceeded 15¢. The cost of buying all these deadlines was extremely low, as the market broadly still leaned towards negotiations continuing.

The Logic of this Strategy

Vivaldi007's trades didn't predict a specific date but laid out positions across all deadlines within a time window, covering as many dates as possible with low unit costs, waiting for one to trigger.

This strategy has several structural prerequisites: First, he had a strong conviction that "the US will eventually strike." Otherwise, he wouldn't have continued betting from early February to the end of the month. Second, he accepted sustained losses of up to $39,000. Third, his position on the February 28 contract was significantly larger than on other dates ($63,986 vs. $250–$11,000 per trade on other dates), indicating he increased his bet on this specific date at some point, rather than distributing it evenly.

Case 3: Betting $2.1 Million on "Nothing Will Happen": The Stability-Seeking Strategy of Large Capital

Account: AdrianCronauer

The operational logic of this account is completely different from the first two cases. Fernandoinfante and Vivaldi007 bet on "something will happen." AdrianCronauer bet on "nothing will happen."

He uniformly took No positions on all major Iran-related contracts before the end of April: A permanent peace agreement will not be reached, Trump will not declare an end to military operations, Iran will not hand over enriched uranium, the Strait of Hormuz blockade will not be officially lifted by the US, and diplomatic meetings will not occur before the deadline. Every trade was a No, and every trade won.

Compared to the first two, the returns were not very high; the highest was only 8.45%, the lowest 0.44%. But the principal size made up for everything. For the single contract "Will a permanent peace agreement be reached before April 30?", he invested $630,305 and profited $53,257. For "Will Trump cease military operations before April 30?", he invested $529,058 and profited $10,568. Across 38 predictions, with a 79% win rate, he deployed over $2.1 million in principal, accumulating a net profit of $147,464.

Timeline Position and Information Environment

The bulk of these trades was concentrated from early to mid-April, i.e., after the ceasefire announcement but before the negotiations broke down.

When the ceasefire was announced on April 7, the market pricing for "permanent peace agreement" and "end military operations" briefly rose. AdrianCronauer's No positions were partially established during this window: When the market became optimistic due to the ceasefire news, pushing the Yes for "Will a permanent peace agreement be reached before April 30?" to 7-8¢, he bought No at 92¢, locking in the optimistic premium from the counterparty.

On April 11-12, the negotiations in Pakistan lasted 21 hours and ended with "no agreement." JD Vance publicly stated that Iran "refuses to accept our conditions." On April 13, the US announced a counter-blockade of Iranian ports. On April 17, Iran announced the Strait of Hormuz would reopen, only to close it again on April 18. By April 21, when Trump extended the ceasefire, there were only 9 days left until the April 30 deadline, and the negotiations had effectively reached an impasse.

Against this information backdrop, even a pricing of 7-8¢ for "Will a permanent peace agreement be reached before April 30?" and "Will Trump cease military operations before April 30?" seemed overvalued to AdrianCronauer.

The Core Judgment of this Strategy

AdrianCronauer's operations were based on a relatively simple but continuously verifiable judgment: In a highly uncertain geopolitical stalemate, major breakthroughs within short deadlines are always overestimated by the market.

He wasn't betting on specific negotiation outcomes, but on "not enough time." Events like a permanent peace agreement, an end to military operations, or the transfer of enriched uranium are extremely unlikely to be completed within a few weeks, even if they eventually occur. When the market prices the Yes on such contracts at 1-8¢, the corresponding No is at 92-99¢, offering a return of only 1-8%, but with very low risk. He used scale to compensate for yield, spreading his $2.1 million across over a dozen related contracts, systematically harvesting the market's optimistic premium.

Where is the Risk?

The fatal weakness of this approach is a single-event black swan. If Trump had really announced the end of military operations before April 30, his $529,058 No position would have gone to zero. He bought No at 97¢, meaning he believed the probability of this event was no more than 3%. And Trump's decisions have always been difficult to predict.

However, considering the information environment throughout April, this judgment was supported: negotiations collapsed, bilateral trust was extremely low, Iran's leadership was divided internally, and the Strait of Hormuz repeatedly opened and closed. Any one of these conditions made the probability of a "formal agreement within 30 days" minuscule.

Case 4: How to Replicate Case 3's Effect with Small Capital? A High-Frequency Trading Strategy

Account: 0xcd7..0d127

This account has no story of a single massive win. 2,000 trades, $25.9 million total volume, $7,900 average position size, 75.5% win rate, cumulative profit of $292,000.

The PnL curve starts from June 2025, climbing slowly, consistently, and almost linearly to the upper right, with no significant jumps or major drawdowns.

The Essence of the Strategy: Systematically Shorting Market Panic

Analyst Jay Godiyadada on X made an acute observation about this account:

The historical success rate of the Iranian regime in withstanding external shocks is about 95%. But in a state of panic, the market prices "regime collapse" Yes at around 20%, causing the corresponding No to be undervalued by 15-20¢. Whenever the market pushes up the Yes price due to an event (war start, leader killed, ceasefire breakdown), this account uses a large position to buy No, harvesting that portion of the inflated panic pricing. Then, as the situation gradually stabilizes, it takes profits.

Take the contract "Will the Iranian regime collapse before June 30?" as an example. In the early days of the war, when the situation was most chaotic and uncertain, the No price was suppressed to around 91¢, implying a nearly 10% probability of regime collapse. He bought at this point. As the ceasefire took hold and the situation stabilized, the market reassessed the likelihood of regime collapse. The No price climbed from 91¢ to 95¢, yielding a floating profit of 4% on the position.

In summary, this account is essentially swing trading within the prediction market.

Difference Between This Account and Case 3

While the strategies appear superficially similar, there is a key difference: AdrianCronauer is concentrated capital, low frequency, large positions—single trades of $500,000–$630,000, a few contracts, 29 total trades. 0xcd7 is dispersed capital, high frequency, medium positions—average $7,900, 2,000 trades, spanning multiple market categories (Iran, Greenland, Fed Chair), operating continuously for nearly a year.

AdrianCronauer's approach is closer to a single arbitrage opportunity. 0xcd7 is closer to a market maker logic: continuously identifying Yes contracts overpriced due to emotional sentiment, systematically shorting them, and accumulating returns through frequency and win rate.

$25.9M Volume, $7,900 Average Position, 2,000 Trades

This means the account maintained a very high turnover rate most of the time. This style is very reminiscent of "Meme" style, where the trader doesn't wait for settlement but continuously scans the market, intervening when pricing discrepancies offer a 5-10% profit margin. A 75.5% win rate over a 2,000-trade sample is statistically significant and unlikely to be just luck.

In Jay's words, the core competitiveness of this account is "status quo bias"—a systematic bet that "the current state will persist." In geopolitical markets, major changes are always overestimated, and gradual stalemates are always underestimated.

Knowing this, and having enough capital and discipline to execute it consistently, is sufficient.