TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Mojtaba Khamenei seen in public by June 30?

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?1.2¢ YES · $36.4k 24h
★ Mojtaba Khamenei seen in public by June 30?20.5¢ YES · $34.1k 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 leaves Iran by June 30, 2026?	-4.205	169	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · mojtaba-khamenei-seen-in-public-by-june-30 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

639.14%

max drawdown

33.33%

sharpe

—

ulcer index

22.09%

RMS drawdown

pain index

19.96%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

33.33%

cond. drawdown

gain/pain

0.62

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.62

upside/downside

roll spread

7.5 bps

implied (price-only)

bars used

941

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-mojtaba-khamenei-seen-in-public-by-june-30/bundle · venue execution: polymarket →