If a rational agent could travel backward in time along a single timeline, they would know the outcomes of resolved prediction contracts. The profit motive is immediate: buy at any price below 1 for events that will occur, sell at any price above 0 for events that won't. A single time-traveling participant would push contract prices to their extremes — 0 or 1 — at market creation.
Awad points out that this prediction is directly testable without a particle accelerator. Prediction market data exists. Resolved contracts show their full price histories. If backward time travel on a single timeline were possible and any profit-motivated agent from the future had access to these markets, the pricing signature would be visible: immediate convergence to boundary values, at least for “causally inert” events whose outcomes are independent of the market's own prices.
The data shows no such signature. Prices for causally inert events meander, reflect uncertainty, and resolve gradually — exactly as if no participant has future information.
The structural point: the argument works because prediction markets convert information asymmetry into a measurable price signal. A time traveler's advantage is not subtle — it is maximal. Unlike insider trading, where the edge is partial and the information noisy, backward time travel produces perfect foreknowledge. Perfect foreknowledge in a liquid market cannot hide: the price must move. That it doesn't move is not absence of evidence but evidence of absence, at least for single-timeline models. The market is the detector, and the signal it fails to detect is the one that would be impossible to suppress.