Physics Paradigm Challenge

The stock market might have already proven that we can't travel back in time.

March 19, 2026

Original Paper

Why the Future Is Not Trading: Causally Inert Events as a Test for Time Travelers

David Awad

arXiv · 2603.17446

The Takeaway

Researchers analyzed prediction markets where people bet on future events, arguing that any time traveler would place 'perfect' bets that instantly move prices to 100% or 0%. Since we don't see this behavior in historical data, it serves as an empirical test ruling out the existence of single-timeline time travelers in our history.

From the abstract

We present an empirical argument against the existence of single timeline backward time travel using the price behavior of prediction markets. If rational agents could travel backward in time, binary prediction contracts would converge to degenerate prices (0 or 1) immediately upon market formation. We observe no such behavior across large datasets of resolved contracts. This yields a directly falsifiable prediction and sharpens prior economic arguments while avoiding reliance on physical experi