#美联储回购协议计划 $SOL $ZEC $FLOW The information asymmetry game in the crypto market from the perspective of geopolitical hotspots

What’s interesting these days is that a leading on-chain monitoring agency captured a phenomenon: the market’s bet on the meeting between Trump and Zelensky, which reversed dramatically within just one day.

Previously, the odds showing "meeting before December 31" were only 18%, and the market didn’t believe it at all. When the news was confirmed—that the meeting was scheduled for 3 PM local time on the 28th—the probability shot up to 97%. This wasn’t just a simple numerical change; it was the entire market sentiment shifting from doubt to certainty compressed into 24 hours.

Even more striking are the addresses that placed bets early. Their unrealized gains now exceed $100,000. From another perspective, what does this really reflect? Has someone gained access to insider information? Or is it just pure luck?

This touches on the core pain point of event betting markets—transparency. When on-chain data can be publicly tracked but the transaction logic remains unclear, it easily sparks debates over information asymmetry. The crypto market itself is already highly attention-grabbing due to 24/7 trading and cross-border limitations. Adding event betting to this track further multiplies the complexity of regulation and risk control.

In simple terms, this is not just a successful trading case; it’s more like a wake-up call for the entire industry.