TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Cuban regime falls in 2026?

Markets in the same TF-IDF topic cluster, with a 7-day Engle-Granger cointegration screen against each peer. Pairs with t-statistic below −3.34 reject the null of no cointegration at the 5% level — meaning the two markets share a stationary spread useful for relative-value trades.

§1 · Topic basket · “regime · fall · iranian” (3 markets)

Top terms: regimefalliranianfallscuban2027

★ Cuban regime falls in 2026?15.5¢ YES · $65.2k 24h
Will the Iranian regime fall by June 30?0.4¢ YES · $3.17M 24h
Will the Iranian regime fall before 2027?9.5¢ YES · $49.5k 24h

§2 · Engle-Granger cointegration screen (2 pairs tested)

For each peer, 7d aligned series are regressed; the residuals are tested for a unit root (ADF). Reject H₀ (no cointegration) at 5% when t < −3.34. Cointegrated pairs share a stationary spread — candidates for pairs / basket trades.

Peer	t-stat	n	Verdict
Will the Iranian regime fall by June 30?	-3.196	169	no rejection · independent
Will the Iranian regime fall before 2027?	-2.441	169	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · cuban-regime-falls-in-2026 · fresh · feed 1s old

24h sparkline · 60 pts▼ -24.39%

realized vol (ann.)

83.74%

max drawdown

6.06%

sharpe

—

ulcer index

3.53%

RMS drawdown

pain index

2.35%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

6.06%

cond. drawdown

gain/pain

1.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.00

upside/downside

roll spread

0.0 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

-24.39%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -24.39%

Same bundle via M2M API: /api/m2m/pm-cuban-regime-falls-in-2026/bundle · venue execution: polymarket →