TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Mojtaba Khamenei leaves Iran by June 30, 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 · “mojtaba · khamenei · leaves” (2 markets)

Top terms: mojtabakhameneileavespublic30seen

★ Mojtaba Khamenei leaves Iran by June 30, 2026?1.0¢ YES · $37.3k 24h
Mojtaba Khamenei seen in public by June 30?19.0¢ YES · $34.3k 24h

§2 · Engle-Granger cointegration screen (1 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
Mojtaba Khamenei seen in public by June 30?	-2.122	169	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · mojtaba-khamenei-leaves-iran-by-june-30-2026 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

6.36%

max drawdown

16.67%

sharpe

—

ulcer index

5.72%

RMS drawdown

pain index

2.10%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

16.67%

cond. drawdown

gain/pain

0.20

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.20

upside/downside

roll spread

1.7 bps

implied (price-only)

bars used

1952

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-mojtaba-khamenei-leaves-iran-by-june-30-2026/bundle · venue execution: polymarket →