TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Russia coup attempt in 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 · “russia · putin · ukraine” (6 markets)

Top terms: russiaputinukraineceasefireagreement30

§2 · Engle-Granger cointegration screen (5 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.

Peert-statnVerdict
Putin out as President of Russia by June 30?-5.331169▲ cointegrated · pair candidate
Russia x Ukraine ceasefire agreement by October 31, 2026?-5.062169▲ cointegrated · pair candidate
Will Russia capture all of Stepnohirsk by September 30, 2026?-3.995169▲ cointegrated · pair candidate
Putin out as President of Russia by December 31, 2026?-3.568169▲ cointegrated · pair candidate
Russia x Ukraine ceasefire agreement by June 30, 2026?-3.457169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · russia-coup-attempt-in-2026 · fresh · feed 8s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
39.17%
max drawdown
6.25%
sharpe
—
ulcer index
4.64%
RMS drawdown
pain index
3.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.25%
cond. drawdown
gain/pain
1.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.50
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-russia-coup-attempt-in-2026/bundle · venue execution: polymarket →