Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
Abstract
This paper reports an end-to-end empirical evaluation of the deadline-Information Leakage Score extension for deadline-resolved prediction-market contracts, the dominant structural form of publicly documented insider trading on Polymarket. The evaluation uses the 2026 U.S.–Iran conflict cluster in the ForesightFlow Insider Cases inventory and combines per-category exponential-hazard estimation, a single-case score computation, cross-market wallet analysis, and methodological refinements. On the largest applicable contract, an article-derived public-event timestamp yields ILS-dl = +0.113 versus −0.331 at the resolution-anchored proxy, a 0.444 shift on opposite sides of zero. The result demonstrates that the extension distinguishes signal from proxy artefact while clarifying limits of the available trade history.
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Cite this work
@online{nechepurenko2026_deadlineils,
author = {Nechepurenko, Maksym},
title = {Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases},
date = {2026-04-30}, doi = {10.2139/ssrn.6687398}, url = {https://ssrn.com/abstract=6687398},
eprint = {2605.02286}, eprinttype = {arxiv}, pubstate = {preprint}
}