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Insider → trade → profit: a new era of trading in the U.S.
The United States has entered a period where the intersection of financial markets and political decisions creates conditions in which access to non-public information can generate multi-million-dollar profits within minutes. The events of March 23 became a clear illustration: 15 minutes before a statement by U.S. President Donald Trump regarding negotiations with Iran, an unknown market participant placed futures positions worth approximately $500 million, betting on falling oil prices and rising stock markets.
According to data cited by analysts, between 6:49 and 6:50 a.m., between 5,100 and 6,200 contracts were executed on Brent and WTI oil, along with futures trades on the S&P 500 totaling up to $2 billion. These trades almost perfectly anticipated the subsequent market movement following the president’s announcement.
A similar situation occurred again on April 7 — less than three hours before the announcement of a two-week ceasefire with Iran, investors placed bets worth about $950 million on falling oil prices. This sequence of events forms a consistent pattern: large trades precede key geopolitical decisions.
At the same time, the prediction markets segment is developing. Platforms such as Polymarket and Kalshi allow users to bet on real-world events — from military actions to political decisions. More than $500 million was wagered on outcomes related to Iran.
Analytics firm Bubblemaps found that six accounts earned around $1.2 million from such bets. One of them, registered shortly before the events, made approximately $500,000 by participating exclusively in contracts related to strikes on Iran.
Additional concern arises from the involvement of political figures. Donald Trump Jr. serves as an advisor to Kalshi and is linked to a Polymarket investor — the fund 1789 Capital. At the same time, the Trump family’s media company is launching its own prediction platform.
This configuration blurs the boundaries between state power and commercial interests, creating risks of insider information usage. The current situation forms a new market reality: when government decisions can influence trillions of dollars, the incentive to use non-public information becomes nearly irresistible.
The accumulation of factors — from suspicious trades to institutional weakening of oversight — creates conditions in which financial markets become vulnerable to systematic insider exploitation. In such an environment, it is not those who analyze the market best who win, but those who are closest to decision-making sources.
AI Opinion
From a machine data analysis perspective, the described situation resembles signs of systemic rent-seeking corruption rather than a typical market anomaly. Markets react to information, but here access to political decisions itself becomes a source of profit. Similar mechanisms have previously been observed in less transparent economies, where blurred boundaries between power and capital created privileged channels of enrichment.
The analysis shows that the linkage between political figures and betting infrastructure increases the risk of institutional market capture. The insider case has already demonstrated similar dynamics, where a narrow group of participants profits from politically driven events. If such practices become entrenched, the market gradually shifts from a price discovery mechanism into a redistribution tool.
