Quotient evaluated predictions against one resolved Polymarket event market. Each prediction was graded for direction, false starts, timing, specificity, and conviction, then adjusted against the market price available at posting time.
Whose Iran Calls Held Up?
Quotient evaluated 541 predictions from 126 experts to see who added real signal before the outcome was known.
Higher means more calls held up after the strike. Farther right means calls came earlier in the window. Larger bubbles carry more graded calls.
Expert Index · Iran
Executive Summary
Will the United States conduct a military strike on Iran by February 28, 2026?
The report covers 541 predictions from 126 experts, including think tank analysts, journalists, OSINT accounts, policy commentators, public officials, and event-market accounts.
Credentials did not predict success. The strongest calls came early, stayed specific, and held while the market price moved away from the outcome.
Before the market resolved, the public record pointed two ways. Diplomacy was alive. Washington and Tehran were talking, Oman was mediating, and the Geneva nuclear talks ended with plans to reconvene. The military risk was rising too. Tehran's rhetoric sharpened, U.S. strike options were reported, and a second carrier group moved toward the region.
The market asked whether the United States would conduct a military strike on Iran by February 28, 2026. On Polymarket, the Yes side opened near 43 cents on January 20, peaked at 59 cents on January 30, fell to about 9 cents by February 26, bottomed near 8.5 cents on February 27 before rebounding to 16.5 cents that day, and sat near 20 cents when the strike was confirmed.
The practical goal is to use this resolved case to learn which experts' predictions should carry weight on related event markets, including U.S. foreign and defense policy.
Will the United States conduct a military strike on Iran by February 28, 2026?
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How the Score Works
Every tracked call starts with accuracy: did it point toward the resolved outcome, or away from it? False starts can score below 50 even when their direction was right, because the asserted near-term window missed the resolution date.
The score
050100
Pointed awayNeutralHeld up
The Iran case score is not a simple average. It starts with the graded rubric score for each call, applies false-start penalties, adjusts priced calls against the market baseline, then shrinks thin records toward 50.
01
Market edge
Was the call ahead of the market price?
02
Conviction
Did the source make a firm call or hedge?
03
Specificity
Was the call clear enough to grade?
04
Timing
Was the call early enough to matter?
Scored Expert Sample
Click an account to inspect its score, score components, and call log. This sample shows how the method ties each score to evidence.
What the Iran Case Showed
Credentials Failed to Predict Success
Credentials did not guarantee success. Credentialed analysts appeared near both ends of the table: Jason Brodsky ranked near the top, while other journalists and think-tank voices landed near the bottom. OSINT and news accounts also appeared among the strongest records.
Top scores
- Jason BrodskyPolicy analyst
- IntelDeskXOSINT/news account
Lower scores
- Seth FrantzmanJournalist / analyst
- Babak TaghvaeeAviation analyst
Signal Held While Consensus Moved
The highest scores came from experts who pointed at a U.S. strike while the market was still pricing that outcome down. A Yes call made while the price was sliding toward single digits carried far more signal than the same call after the market had caught up.
Case studyIan Bremmer
Bremmer scored well because he pointed at a U.S. strike early and held the call as the market moved the other way. His first signal came on January 10, before Polymarket opened. Through February, as Geneva talks dominated the headlines and the Yes price slid toward single digits, he sharpened the call.
“this is no longer about talks. it’s about timing.”
February 23, with the Yes side near 20 cents.
The score reflects a record that held across timing, direction, conviction, and market edge. It sits just below the longest records in the sample because a six-call window carries less weight until it grows. On this question, his signal held while the consensus moved.
The Main Failure Mode Was Overweighting the Off-Ramp
Most misses came from experts who saw the escalation but gave more weight to diplomacy and restraint. The market made the same read, with the Yes side falling from 59 cents to roughly 9 cents before rebounding to about 20 cents when the strike was confirmed.
Case studyNegar Mortazavi
Mortazavi's lower score came from a reasonable read. Diplomacy looked active. That read pointed away from the outcome.
“both still prefer diplomacy over war.”
February 22, with the Yes side near 19.5 cents.
By late February, diplomacy still looked active and the off-ramp was real. The market resolved Yes six days later. Her score was lower because most tracked calls pointed toward diplomacy while the outcome moved toward a strike.
How Q Uses the Expert Index
Q uses the Expert Index to calibrate future forecasts. When a high-scoring expert makes a new prediction on a related event market, Q can weight that prediction differently from one made by an expert who tends to trail price, hedge, or overweight a recurring narrative.
The Iran case is one resolved example. As more markets resolve, the record shows who called risk early, who followed the consensus, and whose predictions should move Q's probability while the next question is still open.
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