The prediction market has once again played out a real-life version of "One Step Away." Someone recently wagered $198,304, betting on the probability that Elon Musk would send out more than 480 tweets this week. At the time, the odds showed a 99.9% chance of winning. In the end, they made a $300 profit.

It sounds as safe as it gets. As the countdown appeared, Musk had already sent 479 tweets, just one short of the target. And that one tweet still had an entire hour left.

Then... there was no more.

During that hour, Musk didn't move. Although only one tweet was left, the rules of the prediction market wouldn't compromise just because it was "so close." As a result, this individual, aiming to earn a $300 profit, actually risked nearly $200,000 of principal.

This is the true nature of prediction markets—returns and risks are never proportional. What seems like a 99.9% sure bet can turn upside down in a second when faced with that last 1% of uncertainty.