Why did this Polymarket market move?

A Polymarket market usually moves because one or more of five things changed: orderbook pressure, public source context, related-market alignment, large-trade flow, or resolution risk. The job is to identify which explanation fits the evidence and which one is still only a hypothesis.

Orrery's movement workflow starts from live fields the user can verify: 1h and 24h probability change, 24h volume, liquidity, spread, recent trades, active signals, source wording, expiry, and related markets.

A price move needs a time window. A 6 point move in one hour means something different from a 6 point move over a week. Orrery keeps 1h, 24h, and 7d deltas visible so the explanation does not overfit to one window.

The first question is whether the move is material relative to the market's normal activity. A tiny move in a liquid market can be noise. A medium move in a thin market can be a single aggressive order. A large move with volume and related-market confirmation deserves deeper review.

• Check 1h move for immediate repricing.
• Check 24h move for broader repricing.
• Check 7d move for drift or reversal context.
• Check volume and spread before treating the move as information.

Prediction markets can look dramatic when depth is thin. If the spread is wide or the orderbook is shallow, a market can move because a trader crossed available liquidity rather than because the crowd learned something new.

This is why the explanation should say whether the move was supported by liquidity quality. When depth is weak, the right readback is not 'the market changed its mind'. It is 'the displayed probability moved; verify whether the book can support that price.'

Large trades can explain attention. They can also mislead. A clustered set of trades from multiple wallets is more meaningful than a single wallet moving a thin book. A trade before source news is different from a trade after the entire market has repriced.

Orrery treats flow as evidence to inspect, not as proof of skill. The useful questions are who traded, how many distinct wallets participated, whether price followed through, and whether the market's resolution risk makes the trade less interpretable.

• One large wallet is not automatically smart money.
• Multiple wallets in one direction can indicate concentrated attention.
• Price follow-through matters more than notional size alone.
• Resolution risk can make even large trades hard to interpret.

Some moves are source-driven. A sports result, official statement, court filing, exchange print, or government release can change the market's expected settlement path. But the source must match the contract wording.

The safest explanation names the source type and the uncertainty. If the market resolves by an official league result, a social-media rumor is context but not settlement. If the market resolves by a specific exchange close, intraday movement may not decide it.

A move that appears in sibling markets is more likely to be event-wide. A move that appears in only one contract may be wording-specific, liquidity-specific, or stale-data-specific.

This matters for World Cup, elections, crypto, and cross-venue markets. Similar headlines can hide different deadlines, sources, and settlement criteria. Orrery's rule is: same event is not the same contract until wording, source, expiry, and venue rules align.

A strong movement explanation should be short, sourced, and bounded. It should say what moved, which evidence supports the explanation, what could make it wrong, and what to verify next.

It should not become a disguised trade recommendation. A useful next action is inspect timeline, check resolution source, compare related markets, create alert, or monitor. It is not buy or sell.