TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 220-239 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 · “elon · musk · tweets” (14 markets)
Top terms: elonmusktweetsjune1912
- Will Elon Musk post 160-179 tweets from June 12 to June 19, 2026?3.6¢ YES · $147.2k 24h
- Will Elon Musk post 180-199 tweets from June 12 to June 19, 2026?48.5¢ YES · $78.6k 24h
- Will Elon Musk post 200-219 tweets from June 12 to June 19, 2026?42.5¢ YES · $58.7k 24h
- ★ Will Elon Musk post 220-239 tweets from June 12 to June 19, 2026?5.5¢ YES · $115.1k 24h
- Will Elon Musk post 240-259 tweets from June 12 to June 19, 2026?0.5¢ YES · $123.0k 24h
- Will Elon Musk post 260-279 tweets from June 12 to June 19, 2026?0.3¢ YES · $103.3k 24h
- Will Elon Musk post 280-299 tweets from June 12 to June 19, 2026?0.1¢ YES · $118.2k 24h
- Will Elon Musk post 100-119 tweets from June 16 to June 23, 2026?0.1¢ YES · $41.5k 24h
- Will Elon Musk post 120-139 tweets from June 16 to June 23, 2026?0.7¢ YES · $25.3k 24h
- Will Elon Musk post 380-399 tweets from June 16 to June 23, 2026?0.1¢ YES · $31.8k 24h
- Will Elon Musk post 500+ tweets from June 16 to June 23, 2026?0.1¢ YES · $53.0k 24h
- Will Elon Musk post 440-459 tweets from June 19 to June 26, 2026?0.1¢ YES · $26.0k 24h
- Will Elon Musk post 500+ tweets from June 19 to June 26, 2026?0.3¢ YES · $37.9k 24h
- Will Elon Musk win the 2028 US Presidential Election?0.8¢ YES · $67.2k 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 |
|---|---|---|---|
| -4.877 | 169 | ▲ cointegrated · pair candidate | |
| -4.577 | 169 | ▲ cointegrated · pair candidate | |
| -3.546 | 128 | ▲ cointegrated · pair candidate | |
| -3.289 | 169 | no rejection · independent | |
| -3.145 | 128 | no rejection · independent | |
| -2.364 | 169 | no rejection · independent | |
| -1.996 | 169 | no rejection · independent | |
| -1.497 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-12-june-19-220-239 · fresh · feed 4s old24h sparkline · 60 pts▼ -48.10%
realized vol (ann.)
110.45%
max drawdown
56.33%
sharpe
—
ulcer index
34.81%
RMS drawdown
pain index
28.83%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
55.78%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
2.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-48.10%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -48.10%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-12-june-19-220-239/bundle · venue execution: polymarket →