Back in April, I wrote about the core issues most prediction markets are facing, namely, liquidity and the underlying incentives. Long settlement times, zero-sum structure, and the absence of pricing anchors make them fundamentally unattractive to the three essential market participants: savers (passive), gamblers (degen), and smart money (active). That article ended with a hypothesis: What if prediction market incentives could be re-aligned to increase liquidity for long-tail markets? With o...