Prediction markets are fundamentally about information asymmetry. While market data is publicly available to everyone, most participants treat it as static information rather than a strategic asset. Here's the thing: you don't need secret data to build an edge—you need better data synthesis. The real opportunity lies in aggregating fragmented data points that others overlook. When you connect the dots across on-chain metrics, sentiment signals, and macro indicators, patterns emerge that give you a structural advantage. The traders winning in prediction markets aren't necessarily smarter; they're simply more systematic about their data pipeline. Most competitors operate in silos, consuming information passively. If you can build a framework that contextualizes disparate data sources in real-time, you're playing a different game entirely.