Review of the four correct prediction cases in the US-Iran puzzle: clues in public information

null

Author | jk

On February 28, 2026, the joint US-Israeli airstrike on Iran had already begun. Less than two hours after Trump posted that 8-minute video on Truth Social, and before Tehran officially acknowledged the death of Khamenei.

But on Polymarket, “Will the U.S. launch an attack on Iran before February 2026?” had 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 breakout, Strait of Hormuz blockade, ceasefire announcements, ceasefire breaches, extension of ceasefire—each major event causing sharp re-pricing of the contracts.

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

Case 1: Fully committed to betting on ceasefire, 3,503% in one day, over $450k profit

Account: Fernandoinfante

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

Single-day return of 3,503%, settled that day, profit over $450k, roughly 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, Iran formally 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 for 5 days, citing “ongoing negotiations.” Early April 7, market pricing for ceasefire was still very low; 2.8¢ implied less than a 3% chance of an agreement that day.

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

What was this judgment based on?

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

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

Fernandoinfante also made other failed bets, such as predicting the Strait of Hormuz would normalize, a permanent peace agreement would be reached, or the Iranian regime would fall—all of which failed. This confirms the logic: he bet on multiple directions, with ceasefire being just one that happened to hit.

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

He claims to have been inspired by divine revelation.

What can we learn from this?

This trader was not betting on a specific outcome but on the broad direction of “conflict de-escalation.” He diversified by buying ceasefire, permanent peace, Strait of Hormuz reopening, regime change—executing a directional, diversified bet.

He only hit on ceasefire, 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 tail-end contracts with low liquidity systematically underestimate the probability of sudden geopolitical shifts. When an event’s priced probability is 2–3%, but the actual probability might be 10–15%, bulk buying such contracts is expected to be profitable, even if most expire worthless.

Case 2: Continuous losses as a baseline, hitting all on the last day: “坚定选择” (firm choice) strategy

Account: Vivaldi007

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

His trading record is bizarre: 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 trade resulted in zero, all losses, totaling about $39,000.

Repeated failures, repeated attempts.

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

He held 504,416 Yes contracts expiring on Feb 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%), with total gains over $629,000, covering all previous losses and netting $511,098.

Timeline and information environment at that time

Vivaldi007 registered in early February, during which several key events occurred:

Feb 6: US-Iran indirect negotiations restart in Muscat, with Witkoff, Kushner, and CENTCOM Commander Brad Cooper on the US delegation—military directly involved, an unusual signal. 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 gives a 10-day deadline, publicly threatening military action. Feb 24: In the State of the Union, Trump claims Iran has restarted nuclear activities. Feb 26: Geneva talks break down, US delegation leaves disappointed. Feb 27: Multiple embassies begin evacuating non-essential personnel from Tehran.

Of course, the previous Trump administration had Venezuela precedents, which also influenced considerations.

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

What was the strategy?

Vivaldi007’s approach was not to predict specific dates but to cover all expiry dates within a window, at extremely low cost, waiting for one to trigger.

This strategy relies on several assumptions: first, he has a strong judgment that “the US will eventually strike,” otherwise he wouldn’t keep betting from early February to late February. Second, he accepts ongoing losses—up to $39,000. Third, his position on the Feb 28 contracts was significantly larger ($63,986) than on other dates ($250–$11,000 each), indicating he increased his bet on that specific date 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 previous two. Fernandoinfante and Vivaldi007 bet on “what will happen,” while AdrianCronauer bets on “nothing will happen.”

He bet No on all major Iran-related contracts before April: no permanent peace, no end to military operations, no transfer of enriched uranium, no US declaration of lifting the Strait blockade, no diplomatic meetings before expiry. Every bet was No, and every one won.

Returns are not very high compared to the previous two; the highest was 8.45%, the lowest 0.44%. But the principal size made up for it. For example, the bet on “Will a permanent peace be reached before April 30?” involved $630,305, yielding $53,257 profit. The bet on “Will military operations cease before April 30?” involved $529,058, yielding $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 mostly entered in early to mid-April, after the ceasefire was announced but before negotiations broke down.

At the ceasefire announcement on April 7, the market’s pricing for “Will there be a permanent peace before April 30?” and “Will military operations end before April 30?” briefly rose. AdrianCronauer’s No positions were partly established during this window: as the market became optimistic due to ceasefire news, the Yes for “permanent peace before April 30” was pushed to 7–8¢, so he bought No at 92¢, locking in the optimistic premium.

Between April 11–12, after 21 hours of negotiations in Pakistan ended without agreement, Iran’s rejection was publicly stated. On April 13, the US announced sanctions on Iranian ports. On April 17, Iran announced the Strait of Hormuz was reopened, then closed again on April 18. By April 21, when Trump extended the ceasefire, only 9 days remained until the April 30 deadline, and negotiations were effectively deadlocked.

In this context, the market’s low pricing of 7–8¢ for “Will there be a permanent peace before April 30?” and “Will military operations cease before April 30?” was an overestimation of the likelihood of a breakthrough for AdrianCronauer.

Core logic of this strategy

AdrianCronauer’s approach is based on a simple but continuously validated judgment: in high-uncertainty geopolitical deadlocks, major breakthroughs within short expiry windows are often overestimated by the market.

He is not betting on specific negotiation outcomes but on “not enough time.” Events like a permanent peace, ending military operations, or uranium transfer, even if they happen, are very unlikely to occur within a few weeks. When the market prices Yes at 1–8¢, the implied No is at 92–99%, with only 1–8% expected return, but with very low risk. He scales up to harvest the market’s optimistic premium, spreading over multiple contracts.

Where is the risk?

The fatal weakness is a black swan event: if Trump actually announces the end of military operations before April 30, his $529,058 No position would go to zero. He bought No at 97¢, implying he believed the probability of this happening was less than 3%. Trump’s decisions are notoriously unpredictable.

But from the overall April information environment, this judgment is supported: negotiations are broken, bilateral trust is low, Iran’s internal leadership is divided, and Hormuz is repeatedly opened and closed—all making a formal agreement within 30 days highly improbable.

Case 4: How can small capital replicate Case 3? High-frequency trading strategy

Account: 0xcd7…0d127

This account has no single big win story. 2,000 trades, $25.9M total volume, $7,900 average position, 75.5% win rate, total profit of $292,000.

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

Core strategy: systematic shorting of market panic

X-based analyst Jay Godiyadada’s observation is spot-on:

Iran’s regime historically has about a 95% success rate resisting external shocks, but under panic, the market prices “regime fall” Yes at around 20%, undervaluing the No by 15–20¢. Whenever an event (war, leader killed, ceasefire breach) pushes Yes higher, this account uses large positions to buy No, capturing the overestimated panic. Then, as stability returns, it takes profits.

For example, betting on “Will the Iranian regime fall before June 30?” During the initial chaos, the No price was around 91¢, implying nearly 10% implied probability of regime fall. He bought at that point. As ceasefire stabilizes and the market reassesses, the No price rises to 95¢, with a 4% unrealized profit.

Overall, this account is playing the market swings.

Difference from Case 3

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

Adrian’s approach is closer to arbitrage, 0xcd7 resembles market making: continuously identifying overestimated Yes contracts driven by emotion, systematically shorting, and harvesting the premium through volume and high win rate.

$25.9M traded, $7,900 average position, 2,000 trades

This means the account maintains a high turnover most of the time. The style is very meme-like: traders don’t wait for settlement but keep scanning the market, jumping in when they see a 5–10% profit opportunity. 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, gradual deadlocks underestimated.

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