TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 40-64 tweets from June 18 to June 20, 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 · tweets · elon” (21 markets)
Top terms: junetweetselonmusk2316
- Will Elon Musk post 100-119 tweets from June 16 to June 23, 2026?0.1¢ YES · $63.4k 24h
- Will Elon Musk post 120-139 tweets from June 16 to June 23, 2026?0.1¢ YES · $90.0k 24h
- Will Elon Musk post 140-159 tweets from June 16 to June 23, 2026?5.0¢ YES · $58.1k 24h
- Will Elon Musk post 160-179 tweets from June 16 to June 23, 2026?21.5¢ YES · $40.5k 24h
- Will Elon Musk post 180-199 tweets from June 16 to June 23, 2026?36.5¢ YES · $27.9k 24h
- Will Elon Musk post 200-219 tweets from June 16 to June 23, 2026?25.5¢ YES · $24.4k 24h
- Will Elon Musk post 220-239 tweets from June 16 to June 23, 2026?9.5¢ YES · $27.4k 24h
- Will Elon Musk post 240-259 tweets from June 16 to June 23, 2026?2.5¢ YES · $30.1k 24h
- Will Elon Musk post 260-279 tweets from June 16 to June 23, 2026?0.8¢ YES · $40.0k 24h
- Will Elon Musk post 280-299 tweets from June 16 to June 23, 2026?0.4¢ YES · $30.9k 24h
- Will Elon Musk post 300-319 tweets from June 16 to June 23, 2026?0.1¢ YES · $42.9k 24h
- Will Elon Musk post 320-339 tweets from June 16 to June 23, 2026?0.1¢ YES · $35.8k 24h
- Will Elon Musk post 360-379 tweets from June 16 to June 23, 2026?0.1¢ YES · $21.1k 24h
- Will Elon Musk post 115-139 tweets from June 18 to June 20, 2026?0.1¢ YES · $52.5k 24h
- ★ Will Elon Musk post 40-64 tweets from June 18 to June 20, 2026?96.9¢ YES · $93.3k 24h
- Will Elon Musk post 65-89 tweets from June 18 to June 20, 2026?2.7¢ YES · $94.9k 24h
- Will Elon Musk post 90-114 tweets from June 18 to June 20, 2026?0.1¢ YES · $194.0k 24h
- Will Elon Musk post 360-379 tweets from June 19 to June 26, 2026?0.1¢ YES · $54.4k 24h
- Will Elon Musk post 400-419 tweets from June 19 to June 26, 2026?0.1¢ YES · $51.2k 24h
- Will Elon Musk post 80-99 tweets from June 19 to June 26, 2026?0.4¢ YES · $21.0k 24h
- Will Elon Musk post 60-79 tweets from June 23 to June 30, 2026?0.1¢ YES · $18.0k 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 |
|---|---|---|---|
| -2.572 | 114 | no rejection · independent | |
| -2.357 | 114 | no rejection · independent | |
| -0.483 | 114 | no rejection · independent | |
| -0.477 | 114 | no rejection · independent | |
| -0.409 | 114 | no rejection · independent | |
| -0.100 | 114 | no rejection · independent | |
| -0.064 | 114 | no rejection · independent | |
| -0.051 | 114 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-18-june-20-40-64 · fresh · feed 14s old24h sparkline · 60 pts▼ —
realized vol (ann.)
569.78%
max drawdown
5.29%
sharpe
—
ulcer index
1.69%
RMS drawdown
pain index
1.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.95%
cond. drawdown
gain/pain
1.99
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.99
upside/downside
roll spread
4.3 bps
implied (price-only)
bars used
811
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-18-june-20-40-64/bundle · venue execution: polymarket →