TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 140-159 tweets from June 9 to June 16, 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 20-39 tweets from June 12 to June 19, 2026?0.1¢ YES · $71.7k 24h
- Will Elon Musk post 320-339 tweets from June 12 to June 19, 2026?0.3¢ YES · $25.1k 24h
- Will Elon Musk post 340-359 tweets from June 12 to June 19, 2026?0.1¢ YES · $62.4k 24h
- Will Elon Musk post 360-379 tweets from June 12 to June 19, 2026?0.1¢ YES · $32.8k 24h
- Will Elon Musk post 40-59 tweets from June 12 to June 19, 2026?0.1¢ YES · $83.4k 24h
- Will Elon Musk post 500+ tweets from June 12 to June 19, 2026?0.1¢ YES · $64.8k 24h
- Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?0.5¢ YES · $47.3k 24h
- Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?2.8¢ YES · $50.7k 24h
- Will Elon Musk post <40 tweets from June 13 to June 15, 2026?75.5¢ YES · $63.9k 24h
- Will Elon Musk post 115-139 tweets from June 13 to June 15, 2026?0.1¢ YES · $27.3k 24h
- Will Elon Musk post 40-64 tweets from June 13 to June 15, 2026?23.5¢ YES · $48.9k 24h
- Will Elon Musk post 65-89 tweets from June 13 to June 15, 2026?1.6¢ YES · $44.1k 24h
- Will Elon Musk post 90-114 tweets from June 13 to June 15, 2026?0.3¢ YES · $51.9k 24h
- Will Elon Musk post 0-19 tweets from June 16 to June 23, 2026?0.1¢ YES · $78.2k 24h
- Will Elon Musk post 440-459 tweets from June 16 to June 23, 2026?0.1¢ YES · $33.2k 24h
- Will Elon Musk post 500+ tweets from June 16 to June 23, 2026?0.4¢ YES · $38.9k 24h
- Will Elon Musk post 60-79 tweets from June 16 to June 23, 2026?0.4¢ YES · $34.7k 24h
- Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?1.6¢ YES · $140.1k 24h
- ★ Will Elon Musk post 140-159 tweets from June 9 to June 16, 2026?16.2¢ YES · $120.3k 24h
- Will Elon Musk post 160-179 tweets from June 9 to June 16, 2026?43.0¢ YES · $38.3k 24h
- Will Elon Musk post 180-199 tweets from June 9 to June 16, 2026?28.5¢ YES · $44.0k 24h
- Will Elon Musk post 200-219 tweets from June 9 to June 16, 2026?9.5¢ YES · $51.0k 24h
- Will Elon Musk post 220-239 tweets from June 9 to June 16, 2026?1.7¢ YES · $75.2k 24h
- Will Elon Musk post 240-259 tweets from June 9 to June 16, 2026?0.4¢ YES · $63.6k 24h
- Will Elon Musk post 260-279 tweets from June 9 to June 16, 2026?0.3¢ YES · $67.9k 24h
- Will Elon Musk post 280-299 tweets from June 9 to June 16, 2026?0.1¢ YES · $101.3k 24h
- Will Elon Musk post 300-319 tweets from June 9 to June 16, 2026?0.1¢ YES · $73.6k 24h
- Will Elon Musk post 320-339 tweets from June 9 to June 16, 2026?0.1¢ YES · $60.5k 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 |
|---|---|---|---|
| -5.331 | 137 | ▲ cointegrated · pair candidate | |
| -3.538 | 137 | ▲ cointegrated · pair candidate | |
| -2.952 | 137 | no rejection · independent | |
| -2.450 | 137 | no rejection · independent | |
| -1.727 | 137 | no rejection · independent | |
| -1.311 | 137 | no rejection · independent | |
| -1.039 | 137 | no rejection · independent | |
| -1.009 | 137 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-9-june-16-140-159 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
208.95%
max drawdown
8.73%
sharpe
—
ulcer index
3.72%
RMS drawdown
pain index
1.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
8.73%
cond. drawdown
gain/pain
1.42
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.42
upside/downside
roll spread
4.2 bps
implied (price-only)
bars used
187
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-9-june-16-140-159/bundle · venue execution: polymarket →