I might be wrong, but don't entrepreneurs usually need long stay visas to do long term work? An athlete/performer visa only allows you to stay for the duration, only. Hardly any residency.
Well if you are an entrepreneur with a high net worth we'll give you citizenship, no need for a visa. That said, I could imagine a competition where the 'sport' was something very much entrepreneurial bot I think the P-1a is limited to 30 days or some other reasonably short time. The interesting thing is, as I understand it, allows you to "earn money", in the US while you're here. As opposed to tourists who are only supposed to "spend money" :-)