The recent announcement of over $1.3B in sales figures has raised eyebrows about prediction market dynamics. With such trading volume, multiple positions should theoretically be activated in the system.

What's concerning is the shift in how certain platforms are handling post-announcement context. Some are retroactively redefining settlement rules after major events drop—essentially changing the goalpost mid-game. This kind of rule flexibility creates real questions about market integrity.

When platforms adjust terms following major price movements or announcement-driven trades, it undermines the core principle of predictive markets: transparent, pre-agreed settlement criteria. The community deserves clarity on whether conditions are truly locked in before events occur, not subject to reinterpretation afterward.

Transparency in event settlement rules isn't just nice-to-have—it's fundamental to maintaining trust in prediction markets.