The practical difference

Probability is an input, not the finish line.

A forecasting agent estimates an outcome. It can be useful without market access, capital, or transaction state.

A prediction market trading agent must decide whether a specific order is worth taking now. Live price, liquidity, price impact, spend limits, slippage, and failure handling can turn a strong forecast into no trade.

The job, side by side

DecisionForecasting agentTrading agent
Primary outputProbability, forecast, or answerExecutable decision or explicit refusal
Price and liquidityUseful contextRequired to judge edge, cost, and viable size
TimingCan add value long before resolutionMust act while the quote is still mispriced
ProofSources and calibrationSources, quote, risk gates, transaction state, and settlement

Where settlement evidence wins

Use narrow facts for narrow resolution rules.

Settlement evidence is strongest when a market resolves from an authoritative, machine-readable fact that can be observed before close. The rule should name the source, field, threshold, timestamp requirements, and outcome mapping.

It is a poor fit when wording is ambiguous, interpretation is disputed, or the decisive source arrives after the market closes. Settlement Edge rejects malformed, stale, future-dated, off-rule, and late evidence rather than turning uncertainty into a trade.

What verified proof looks like

A refusal belongs in the result.

Settlement Edge closed the Delphi competition observed unranked with 0 submitted orders, 0 ambiguous trades, 1,000.0000 TST, and 0.0000 TST realized P&L. Its final scan rejected markets when official pre-close evidence was incomplete or structurally late.

The checked replay produced a simulated four-share plan with 1.4292 TST expected P&L. That proves mechanics only. It is not a live result, profit claim, or rank.

Evidence and next read

Observed result checked August 24, 2026. Replay remains simulation.