This may be a naive question, but I don't see an immediate argument.
Question: Does there exist a sequence $\{C_m\}_{m=1}^\infty$ of Borel subsets of $[0,1]$ with positive Lebesgue measure $|C_m|>0$, such that every closed subset $C\subset[0,1]$ with positive Lebesgue measure $|C|>0$ contains at least one $C_m\subset C$?
It feels too strong to be true, but I need to know for sure. I was thinking of patterns like dyadic partitions of fat Cantor sets etc., but can't arrive at something useful.
Thank you.