Granted, at today's liquidity levels this remains largely theoretical. That said, the pattern itself is already commonplace across prediction market ecosystems.

Here's how it typically plays out: coordinated funds establish LP positions and generate trading volume beforehand. Once the pool reaches sufficient depth, they execute their main position. The strategy hinges on leveraging collateral to settle the bet directionally in their favor.

It's a nuanced coordination approach that highlights how incentive structures shape market microstructure.