TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 100-119 tweets from June 12 to June 19, 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 · “june · elon · musk” (28 markets)
Top terms: juneelonmusktweets16post
- ★ Will Elon Musk post 100-119 tweets from June 12 to June 19, 2026?3.0¢ YES · $27.0k 24h
- Will Elon Musk post 20-39 tweets from June 12 to June 19, 2026?0.1¢ YES · $57.7k 24h
- Will Elon Musk post 320-339 tweets from June 12 to June 19, 2026?0.3¢ YES · $24.5k 24h
- Will Elon Musk post 340-359 tweets from June 12 to June 19, 2026?0.1¢ YES · $66.9k 24h
- Will Elon Musk post 360-379 tweets from June 12 to June 19, 2026?0.1¢ YES · $55.3k 24h
- Will Elon Musk post 40-59 tweets from June 12 to June 19, 2026?0.1¢ YES · $93.9k 24h
- Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?0.1¢ YES · $62.5k 24h
- Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?0.7¢ YES · $53.8k 24h
- Will Elon Musk post <40 tweets from June 13 to June 15, 2026?33.5¢ YES · $105.4k 24h
- Will Elon Musk post 115-139 tweets from June 13 to June 15, 2026?0.1¢ YES · $29.2k 24h
- Will Elon Musk post 40-64 tweets from June 13 to June 15, 2026?63.5¢ YES · $66.5k 24h
- Will Elon Musk post 65-89 tweets from June 13 to June 15, 2026?4.9¢ YES · $71.1k 24h
- Will Elon Musk post 90-114 tweets from June 13 to June 15, 2026?0.4¢ YES · $49.3k 24h
- Will Elon Musk post 0-19 tweets from June 16 to June 23, 2026?0.1¢ YES · $27.7k 24h
- Will Elon Musk post 440-459 tweets from June 16 to June 23, 2026?0.1¢ YES · $57.3k 24h
- Will Elon Musk post 500+ tweets from June 16 to June 23, 2026?0.3¢ YES · $42.7k 24h
- Will Elon Musk post 60-79 tweets from June 16 to June 23, 2026?0.3¢ YES · $30.4k 24h
- Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?0.1¢ YES · $147.0k 24h
- Will Elon Musk post 140-159 tweets from June 9 to June 16, 2026?2.9¢ YES · $150.8k 24h
- Will Elon Musk post 160-179 tweets from June 9 to June 16, 2026?22.9¢ YES · $48.2k 24h
- Will Elon Musk post 180-199 tweets from June 9 to June 16, 2026?44.5¢ YES · $50.3k 24h
- Will Elon Musk post 200-219 tweets from June 9 to June 16, 2026?21.5¢ YES · $60.2k 24h
- Will Elon Musk post 220-239 tweets from June 9 to June 16, 2026?8.1¢ YES · $82.9k 24h
- Will Elon Musk post 240-259 tweets from June 9 to June 16, 2026?1.8¢ YES · $71.9k 24h
- Will Elon Musk post 260-279 tweets from June 9 to June 16, 2026?0.5¢ YES · $70.0k 24h
- Will Elon Musk post 280-299 tweets from June 9 to June 16, 2026?0.1¢ YES · $107.1k 24h
- Will Elon Musk post 300-319 tweets from June 9 to June 16, 2026?0.1¢ YES · $66.1k 24h
- Will Elon Musk post 320-339 tweets from June 9 to June 16, 2026?0.1¢ YES · $53.6k 24h
§2 · Engle-Granger cointegration screen (8 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 |
|---|---|---|---|
| -6.378 | 140 | ▲ cointegrated · pair candidate | |
| -6.072 | 140 | ▲ cointegrated · pair candidate | |
| -5.284 | 140 | ▲ cointegrated · pair candidate | |
| -4.711 | 140 | ▲ cointegrated · pair candidate | |
| -4.288 | 80 | ▲ cointegrated · pair candidate | |
| -3.151 | 140 | no rejection · independent | |
| -1.326 | 140 | no rejection · independent | |
| -1.326 | 140 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-12-june-19-100-119 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
199.96%
max drawdown
68.39%
sharpe
—
ulcer index
50.95%
RMS drawdown
pain index
40.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
68.39%
cond. drawdown
gain/pain
0.12
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.12
upside/downside
roll spread
38.7 bps
implied (price-only)
bars used
528
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-12-june-19-100-119/bundle · venue execution: polymarket →