How might a leveraged perpetual-style model impact prediction market efficiency?

Prediction markets and perpetual DEXs both saw significant growth in Q4 2025, reportedly totaling around $35B across the two categories. An emerging model is now blending the mechanics of prediction markets with leveraged perpetual trading allowing outcome-based positions that can be opened or closed dynamically.

This raises several questions: - Does combining forecasting markets with leverage create more accurate price signals, or more noise? - Is there real informational value here, or is it primarily speculative flow? - Could this be a more scalable architecture for prediction markets, which have historically struggled with liquidity and participation?

Interested in thoughtful takes, especially from people who’ve worked on forecasting, derivatives, or market-design problems.