Revisión de los cuatro casos de predicciones correctas en el enigma de EE. UU. e Irán: indicios en la información pública

Original | Odaily Planet Daily (@OdailyChina)

Author｜jk

February 28, 2026, the US and Israel have begun a joint airstrike on Iran. Less than two hours after Trump posted that 8-minute video on Truth Social, and Tehran has not yet officially acknowledged the death of Khamenei.

But on Polymarket, “Will the US strike Iran before February 2026” has already hit $0.98.

From February 28 to April 30, over $300 million in trading volume was generated on Polymarket contracts related to US-Iran conflict. During this period, the market experienced multiple high-volatility nodes—war outbreak, Hormuz blockade, ceasefire announcements, ceasefire breaches, extension of ceasefire—each major event causing sharp re-pricing of contract prices.

In this article, Odaily Planet Daily dissects four accounts that made significant profits during this period, with a core question: What was the environment of public information when they placed their bets, and was their judgment supported by available information at the time?

Case 1: Full position on ceasefire, 3,503% in a single day, over $450,000 profit

Account: Fernandoinfante

On April 7, Trump announced a ceasefire between US and Iran on Truth Social, and the contract “Will US and Iran cease fire before April 7” jumped from single digits to nearly $1. This trader, Fernandoinfante, bought 477,543 Yes contracts at an average price of 2.8 cents, with a total cost of $13,200.

Single trade return of 3,503%, settled the same day, profit over $450,000, roughly over 3 million RMB.

Before April 7, the public information about ceasefire negotiations was as follows: On April 5, Pakistan proposed a two-week ceasefire draft, Iran officially rejected it and countered with a 10-point plan including troop withdrawal, compensation, and sanctions relief. On April 6, Trump threatened to expand strikes on power plants and bridges but then delayed by 5 days, claiming “negotiations are ongoing.” In the early hours of April 7, the market’s consensus pricing for ceasefire was still very low; 2.8¢ implied a less than 3% chance of reaching a ceasefire that day.

From the perspective of public information, Iran had just rejected Pakistan’s draft, Trump was still threatening bombings, negotiations had no formal channels, and the Hormuz blockade remained. No mainstream media reported an imminent ceasefire on the evening of April 6.

What is the basis for this judgment?

First, information asymmetry. Polysights on Twitter pointed out that this trade was placed two days before the ceasefire announcement. If true, the buy-in time was around April 5, when Trump had already begun softening rhetoric (delaying strikes by 5 days), and Pakistan’s diplomatic channels were still open. Some Washington observers had already started discussing “Trump needs a result” on April 5–6. A trader tracking negotiation channels continuously might have been faster than the market in picking up on Pakistan’s diplomatic movements, but this still requires strong information access or internal channels.

Second, extreme odds betting. A price of 2.8¢ implies that even if the ceasefire probability was only 10%, it would still be a positive expected value bet. The trader’s strategy: in the tail phase of geopolitical contracts, systematically buy all low-priced Yes contracts, cover multiple expiry dates with small capital, waiting for one to trigger.

Fernandoinfante also made other failed trades, such as predicting Hormuz would normalize, a permanent peace deal would be reached, or the Iranian regime would fall—all of which failed—confirming this logic. He also bet on multiple directions; ceasefire was just one of them that happened to hit.

Of course, his own explanation was “Jesus told him.”

He claims to have been inspired by divine revelation.

So, what can we learn from this?

This trader was not betting on a specific outcome but rather on “conflict de-escalating in some way.”** He bought into ceasefire, permanent peace, Hormuz reopening, regime change—executing a diversified directional bet.**

He only hit on the ceasefire event, losing on the others, but a 3,500% return was enough to cover all losses and net tens of thousands of dollars.

The logic of this structure is that, in low-liquidity tail contracts, the market systematically underestimates the probability of sudden geopolitical shifts. When an event’s priced probability is 2–3%, but the actual chance might be 10–15%, buying in bulk at expected value is rational, even if most contracts end up worthless.

Case 2: Continuous losses, last-day hit: “坚定选择” (steadfast choice) strategy

Account: Vivaldi007

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

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

Repeated failures, but he kept trying.

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

He held 504,416 Yes contracts expiring on February 28, at an average price of 12.7¢, investing $63,986. Ultimately, he made $437,930, a return of 684%. Plus, on the same day, he held bets on “Will Khamenei step down” (bought at 53¢, +88%) and “Will Israel strike Iran” (14.9¢, +571%), totaling over $629,000 in gains, covering all previous losses and netting $511,098.

Timeline and information environment at that moment

Vivaldi007 registered in early February, when several key events occurred:

• Feb 6: US-Iran indirect talks restart in Muscat, with Witkoff, Kushner, and CENTCOM commander Brad Cooper on the US delegation—military involvement signals an unusual development.
• Feb 13: Trump orders the Gerald R. Ford carrier strike group to the Middle East.
• Feb 17: Khamenei publicly states “US Navy can be sunk.”
• Feb 20: Trump sets a 10-day deadline, publicly threatens military strikes.
• Feb 24: In the State of the Union, Trump claims Iran has restarted nuclear activities.
• Feb 26: Geneva third round talks break down, US delegation leaves disappointed.
• Feb 27: Multiple embassies begin evacuating non-essential personnel from Tehran.

Of course, the Trump administration had already precedent with Venezuela, which is an important consideration.

From Feb 11 to Feb 27, the market’s pricing of “US will strike Iran within February” never exceeded 15¢. Buying all these expiry contracts was very cheap because the market still believed negotiations would continue.

What is the logic of this strategy?

Vivaldi007’s approach does not predict specific dates but instead lays out all expiry dates within a window, using very low unit costs to cover as many dates as possible, waiting for one to trigger.

This strategy relies on several premises: First, he has a strong judgment that “the US will ultimately strike,” otherwise he wouldn’t keep betting from early February to the end of February. Second, he accepts continuous losses, up to $39,000. Third, his position on the Feb 28 contracts is significantly larger ($63,986) than on other dates ($250–$11,000 each), indicating he increased his bet on that specific date at some point, rather than spreading evenly.

Case 3: $2.1 million bet on “nothing will happen”: a risk-averse large capital strategy

Account: AdrianCronauer

This account’s logic is completely different from the first two. Fernandoinfante and Vivaldi007 bet on “what will happen,” but AdrianCronauer bets on “nothing will happen.”

He placed uniform bets on all major Iran contracts before April: no permanent peace deal, Trump will not announce end of military operations, Iran will not surrender enriched uranium, Hormuz blockade will not be officially lifted by the US, and no diplomatic meetings will occur before expiry. Every bet was a “No,” and every one won.

Compared to the previous two, the return rate isn’t very high; the highest was only 8.45%, the lowest 0.44%. But the principal size made up for it. For example, the bet on “no peace deal before April 30” involved $630,305, with a profit of $53,257. The bet on “Trump stops military actions before April 30” involved $529,058, with a profit of $10,568. In total, 38 predictions with a 79% win rate, deploying over $2.1 million, netting $147,464.

Timeline and information environment

These trades were mainly entered in early to mid-April, after ceasefire but before negotiations broke down.

When ceasefire was announced on April 7, the market’s pricing for “permanent peace” and “end of military actions” briefly rose. AdrianCronauer’s No positions were partly established during this window: as the market became optimistic due to ceasefire news, the Yes for “before April 30, peace” rose to 7–8¢, and he bought No at 92¢, locking in the optimistic premium.

Between April 11–12, Pakistan-led negotiations lasted 21 hours and ended without agreement. JD Vance publicly said Iran “rejected our conditions.” On April 13, the US announced anti-blockade measures on Iranian ports. On April 17, Iran announced Hormuz reopens, then closed again on April 18. By April 21, when Trump extended the ceasefire, only 9 days remained until April 30, and negotiations had already stalled.

In this context, the pricing of “no peace before April 30” at only 7–8¢ was an overestimation for AdrianCronauer.

Core judgment of this strategy

AdrianCronauer’s approach is based on a relatively simple but continuously validated assumption: In highly uncertain geopolitical deadlocks, major breakthroughs within short expiry windows are often overestimated by the market.

He bets not on specific negotiation outcomes but on “not enough time.” The events—permanent peace, end of military actions, uranium transfer—are unlikely to occur within a few weeks even if they eventually happen. When the market prices Yes at 1–8¢, No is at 92–99¢, with only 1–8% expected return but very low risk. He uses scale to harvest market optimism, spreading $2.1 million across multiple contracts to systematically profit from the overpricing.

Where is the risk?

The fatal weakness is the black swan of a single event. If Trump actually announces the end of military operations before April 30, his $529,058 No position becomes worthless. Buying No at 97¢ implies he believes the probability of this happening is no more than 3%. Trump’s decisions are notoriously unpredictable.

But from the entire April information environment, this judgment is supported: negotiations have broken down, bilateral trust is extremely low, Iran’s internal leadership is divided, Hormuz is repeatedly opened and closed—any of these conditions make a formal agreement within 30 days highly unlikely.

Case 4: How can small capital produce the effect of Case 3? High-frequency trading strategy

Account: 0xcd7…0d127

This account has no single big win story. 20,000 trades, $25.9M total volume, $7,900 average position, 75.5% win rate, $292,000 total profit.

The PnL curve starts in June 2025, rising slowly, steadily, almost linearly to the right, with no obvious jumps or large drawdowns.

Core of the strategy: systematic shorting of market panic

X analyst Jay Godiyadada sharply observes:

Iran’s regime historically has about a 95% success rate resisting external shocks, but in panic scenarios, the market prices “regime collapse” Yes at around 20%, causing the corresponding No to be undervalued by 15–20¢. Whenever an event (war, leader killed, ceasefire breach) pushes Yes higher, this account uses large positions to buy No, harvesting the overestimated panic pricing; then, as the situation stabilizes, it takes profits.

For example, “Will Iran’s regime fall before June 30?” Early in the conflict, when chaos and uncertainty peaked, No was priced at about 91¢, implying nearly 10% chance of regime collapse. He bought at that point. As ceasefire took hold and the situation stabilized, the market reassessed the probability, and No rose from 91¢ to 95¢, with a floating profit of 4%.

Overall, this account is playing the market swings.

Difference between this account and Case 3

Both strategies seem similar on the surface, but a key difference: AdrianCronauer is concentrated, low-frequency, large positions—single trades of $500,000–$630,000, with only 29 trades total. 0xcd7 is diversified, high-frequency, medium-sized positions—average $7,900, 2,000 trades, spanning multiple markets (Iran, Greenland, Fed chair), operating for nearly a year.

AdrianCronauer’s approach resembles arbitrage, while 0xcd7 more resembles a market maker: continuously identifying overestimated Yes contracts driven by emotion, systematically shorting, and accumulating gains through volume and high win rate.

$25.9M trading volume, $7,900 average position, 2,000 trades

This means the account maintains a high turnover most of the time. Its style is very meme-like: traders don’t wait for settlement but continuously scan the market, jumping in when a 5–10% profit opportunity appears. The 75.5% win rate over 2,000 trades is statistically significant, unlikely to be luck.

The core advantage, as Jay puts it, is “status quo bias”—a systematic bet that “the current situation will continue.” In geopolitical markets, major changes are always overestimated, and gradual deadlocks underestimated.

Knowing this, and having enough capital and discipline to execute continuously, is enough.