TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Netanyahu out by end of 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 · “leader · 2027 · netanyahu” (13 markets)
Top terms: leader2027netanyahuorbanpowerbenjamin
- ★ Netanyahu out by end of 2026?52.5¢ YES · $21.8k 24h
- Netanyahu out by June 30?0.8¢ YES · $83.3k 24h
- Will Benjamin Netanyahu be the next leader out before 2027?0.4¢ YES · $20.4k 24h
- Will Benjamin Netanyahu be the next Prime Minister of Israel?34.5¢ YES · $49.1k 24h
- Will Dinorah Figuera be the leader of Venezuela end of 2026?0.1¢ YES · $89.4k 24h
- Will Gustavo Petro be the next leader out before 2027?31.5¢ YES · $48.8k 24h
- Will Keir Starmer be the next leader out before 2027?66.5¢ YES · $75.6k 24h
- Will Mahmoud Abbas be the next leader out before 2027?0.3¢ YES · $17.5k 24h
- Will Miguel Díaz-Canel be the next leader out before 2027?1.6¢ YES · $22.9k 24h
- Will no listed leader be out before 2027?0.5¢ YES · $20.7k 24h
- Will Pedro Sánchez be the next leader out before 2027?0.4¢ YES · $18.7k 24h
- Will Vladimir Putin be the next leader out before 2027?0.3¢ YES · $21.0k 24h
- Will Volodymyr Zelenskyy be the next leader out before 2027?0.4¢ YES · $17.4k 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 |
|---|---|---|---|
| -2.479 | 168 | no rejection · independent | |
| -2.207 | 168 | no rejection · independent | |
| -2.119 | 168 | no rejection · independent | |
| -2.018 | 168 | no rejection · independent | |
| -1.891 | 168 | no rejection · independent | |
| -1.657 | 168 | no rejection · independent | |
| -1.597 | 168 | no rejection · independent | |
| -1.418 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · netanyahu-out-before-2027-684-719-226-657 · fresh · feed 6s old24h sparkline · 60 pts▼ —
realized vol (ann.)
66.89%
max drawdown
0.94%
sharpe
—
ulcer index
0.91%
RMS drawdown
pain index
0.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.94%
cond. drawdown
gain/pain
1.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.50
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
687
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-netanyahu-out-before-2027-684-719-226-657/bundle · venue execution: polymarket →