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 · “public · mojtaba · khamenei” (2 markets)
Top terms: publicmojtabakhameneiseenappearancejuly
- Mojtaba Khamenei seen in public by July 31?29.5¢ YES · $26.2k 24h
- ★ Mojtaba Khamenei seen in public by June 30?7.5¢ YES · $25.8k 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 |
|---|---|---|---|
| -0.380 | 68 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · mojtaba-khamenei-seen-in-public-by-june-30-832 · fresh · feed 14s old24h sparkline · 60 pts▼ -34.78%
realized vol (ann.)
46.81%
max drawdown
11.76%
sharpe
—
ulcer index
5.64%
RMS drawdown
pain index
4.66%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.76%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-34.78%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -34.78%
Same bundle via M2M API:
/api/m2m/pm-mojtaba-khamenei-seen-in-public-by-june-30-832/bundle · venue execution: polymarket →