New traders are already predicting a $6,000 daily gain on the prediction market at the start of the new year. Interestingly, his strategy is neither a high-stakes gamble on major trends nor a simple directional bet, but rather a focused approach on a niche segment—specifically, repeatedly refining predictions on Bitcoin’s 15-minute price movements.

This logic is actually not complicated, and it even appears somewhat naive: he concentrates on doing one thing. By leveraging the price delay window between centralized exchanges and prediction markets, he quickly locks in results on the prediction platform the moment Bitcoin’s price has already fluctuated on the CEX. This is a form of micro-arbitrage based on information asymmetry and market stratification—within a short time window, the price synchronization across different platforms has a lag, and smart traders find opportunities in this gap.

The core principle behind this is: the liquidity structures of prediction markets and spot exchanges differ, and the speed of information transmission varies. When Bitcoin has already completed price discovery on major exchanges, the quotes on prediction markets may still lag behind. Before this window closes, early positioning can turn probabilistic advantages into real profits. This operation requires a deep understanding of market microstructure, as well as quick reaction and execution capabilities.