TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 200-219 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 340-359 tweets from June 12 to June 19, 2026?0.1¢ YES · $58.9k 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 380-399 tweets from June 12 to June 19, 2026?0.1¢ YES · $40.4k 24h
- Will Elon Musk post 40-59 tweets from June 12 to June 19, 2026?0.1¢ YES · $136.7k 24h
- Will Elon Musk post 500+ tweets from June 12 to June 19, 2026?0.1¢ YES · $65.2k 24h
- Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?0.5¢ YES · $79.6k 24h
- Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?2.9¢ YES · $50.6k 24h
- Will Elon Musk post <40 tweets from June 13 to June 15, 2026?68.5¢ YES · $65.8k 24h
- Will Elon Musk post 115-139 tweets from June 13 to June 15, 2026?0.1¢ YES · $28.6k 24h
- Will Elon Musk post 40-64 tweets from June 13 to June 15, 2026?28.5¢ YES · $50.7k 24h
- Will Elon Musk post 65-89 tweets from June 13 to June 15, 2026?1.8¢ YES · $48.9k 24h
- Will Elon Musk post 90-114 tweets from June 13 to June 15, 2026?0.5¢ YES · $53.7k 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 · $33.5k 24h
- Will Elon Musk post 500+ tweets from June 16 to June 23, 2026?0.4¢ YES · $39.4k 24h
- Will Elon Musk post 60-79 tweets from June 16 to June 23, 2026?0.4¢ YES · $35.6k 24h
- Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?0.7¢ YES · $134.6k 24h
- Will Elon Musk post 140-159 tweets from June 9 to June 16, 2026?15.4¢ YES · $127.4k 24h
- Will Elon Musk post 160-179 tweets from June 9 to June 16, 2026?42.7¢ YES · $39.3k 24h
- Will Elon Musk post 180-199 tweets from June 9 to June 16, 2026?30.5¢ YES · $44.0k 24h
- ★ Will Elon Musk post 200-219 tweets from June 9 to June 16, 2026?10.5¢ YES · $54.0k 24h
- Will Elon Musk post 220-239 tweets from June 9 to June 16, 2026?2.1¢ YES · $74.5k 24h
- Will Elon Musk post 240-259 tweets from June 9 to June 16, 2026?0.5¢ YES · $63.1k 24h
- Will Elon Musk post 260-279 tweets from June 9 to June 16, 2026?0.3¢ YES · $69.5k 24h
- Will Elon Musk post 280-299 tweets from June 9 to June 16, 2026?0.1¢ YES · $99.4k 24h
- Will Elon Musk post 300-319 tweets from June 9 to June 16, 2026?0.1¢ YES · $75.2k 24h
- Will Elon Musk post 320-339 tweets from June 9 to June 16, 2026?0.1¢ YES · $64.2k 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 |
|---|---|---|---|
| -3.672 | 136 | ▲ cointegrated · pair candidate | |
| -2.501 | 136 | no rejection · independent | |
| -1.980 | 136 | no rejection · independent | |
| -1.187 | 136 | no rejection · independent | |
| -1.027 | 136 | no rejection · independent | |
| -1.016 | 136 | no rejection · independent | |
| -1.007 | 136 | no rejection · independent | |
| -1.003 | 136 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-9-june-16-200-219 · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-9-june-16-200-219/bundle · venue execution: polymarket →