TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 120-139 tweets from June 16 to June 23, 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 · june” (11 markets)
Top terms: elonmuskjunetweets1219
- Will Elon Musk post 160-179 tweets from June 12 to June 19, 2026?4.2¢ YES · $136.5k 24h
- Will Elon Musk post 180-199 tweets from June 12 to June 19, 2026?47.5¢ YES · $75.5k 24h
- Will Elon Musk post 200-219 tweets from June 12 to June 19, 2026?44.5¢ YES · $53.7k 24h
- Will Elon Musk post 220-239 tweets from June 12 to June 19, 2026?5.7¢ YES · $105.6k 24h
- Will Elon Musk post 240-259 tweets from June 12 to June 19, 2026?0.7¢ YES · $110.4k 24h
- Will Elon Musk post 260-279 tweets from June 12 to June 19, 2026?0.1¢ YES · $94.6k 24h
- Will Elon Musk post 280-299 tweets from June 12 to June 19, 2026?0.1¢ YES · $98.6k 24h
- ★ Will Elon Musk post 120-139 tweets from June 16 to June 23, 2026?0.7¢ YES · $23.2k 24h
- Will Elon Musk post 380-399 tweets from June 16 to June 23, 2026?0.1¢ YES · $31.5k 24h
- Will White House post 180-199 posts from June 12 to June 19, 2026?0.2¢ YES · $25.2k 24h
- Will Elon Musk win the 2028 US Presidential Election?0.8¢ YES · $62.7k 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 |
|---|---|---|---|
| -4.256 | 130 | ▲ cointegrated · pair candidate | |
| -3.393 | 130 | ▲ cointegrated · pair candidate | |
| -2.590 | 130 | no rejection · independent | |
| -2.416 | 130 | no rejection · independent | |
| -1.892 | 130 | no rejection · independent | |
| -1.642 | 130 | no rejection · independent | |
| -1.634 | 130 | no rejection · independent | |
| -1.608 | 130 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-16-june-23-120-139 · fresh · feed 2s old24h sparkline · 60 pts▼ —
realized vol (ann.)
13.89%
max drawdown
58.82%
sharpe
—
ulcer index
32.68%
RMS drawdown
pain index
26.21%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
58.82%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
3.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-16-june-23-120-139/bundle · venue execution: polymarket →