Prediction market contracts were pricing out $120 oil all week before today's crash. Is anyone using these as leading indicators?

I've been tracking prediction market data (Polymarket, Kalshi) and noticed something worth discussing. Over the past 7 days, the contract "Will WTI hit $120 in April?" fell steadily from 23% to 5%. Meanwhile "Strait of Hormuz traffic returns to normal by end of April?" climbed from 20.5% to 38.5% (a quiet +18 percentage point move). Both were slow, steady trends, not a single news event. Then today: oil crashed 11% to $83.85, S&P record high, UAL +8.8%, RCL +9.5%. The interesting part is the structural reason prediction markets might see geopolitical shifts earlier than equities. If you think Hormuz will reopen, you can't buy "Hormuz reopening" on the NYSE; you express it indirectly through oil futures or airline stocks, alongside dozens of other factors. Prediction markets let you price the event directly. A satellite analyst spotting tanker movements buys YES. A diplomat hearing progress buys YES. Each participant knows one piece. The market aggregates all of them into a probability that was climbing all week while WTI was still above $90. The "Will WTI hit $80?" contract went from 32% to 99.95% overnight once the news confirmed. But the $120 decline was the slower, earlier signal. The crowd was gradually de-risking the war premium days before traditional markets moved. Is anyone else watching prediction market probabilities as part of their research process? Curious if this is a repeatable informational edge or if I'm just pattern-matching in hindsight on one event.