Question on hedging Polymarket positions with futures?

Been diving deeper into Polymarket and really enjoying the unique angle it provides, especially on political events where traditional markets are limited. I'm trying to wrap my head around a more robust approach to managing positions beyond just basic market calls. I've seen some chatter, mostly in passing, about using futures or other derivatives to hedge against outcomes on Polymarket, particularly for longer-dated events where external factors could shift probabilities significantly.

For example, if I'm holding a substantial 'Yes' position on a market like 'Will Party X win the next general election?' and the odds are quite good, but there's an upcoming economic data release or a geopolitical event that could swing sentiment wildly, would it make sense to short an index future (e.g., $SPX or even a relevant country ETF) to offset potential losses if the political sentiment flips and my Polymarket position takes a hit? Or am I completely missing the point and these are distinct asset classes that don't effectively hedge each other in this way? Curious how others think about this or if anyone actually implements such a strategy. It feels like a way to smooth out some of the event risk, but I'm not sure if the correlation is strong enough to make it practical or cost-effective.