TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Russia x Ukraine ceasefire agreement by October 31, 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 · capture · 30” (9 markets)
Top terms: russiacapture30putinagreementceasefire
- Putin out as President of Russia by June 30?0.7¢ YES · $16.8k 24h
- Putin out as President of Russia by December 31, 2026?8.5¢ YES · $22.4k 24h
- Russia x Ukraine ceasefire agreement by June 30, 2026?1.9¢ YES · $44.4k 24h
- ★ Russia x Ukraine ceasefire agreement by October 31, 2026?28.5¢ YES · $36.1k 24h
- Tamas Sulyok out as President of Hungary by June 30?9.5¢ YES · $18.8k 24h
- Will Russia capture all of Stepnohirsk by September 30, 2026?11.3¢ YES · $185.0k 24h
- Will Russia capture Lyman by June 30, 2026?6.8¢ YES · $21.5k 24h
- Will Russia capture Rai-Oleksandrivka by June 30?13.6¢ YES · $24.5k 24h
- Will Russia enter Borova by June 30?5.5¢ YES · $38.9k 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 |
|---|---|---|---|
| -3.446 | 168 | ▲ cointegrated · pair candidate | |
| -2.888 | 168 | no rejection · independent | |
| -2.211 | 168 | no rejection · independent | |
| -2.148 | 168 | no rejection · independent | |
| -2.069 | 168 | no rejection · independent | |
| -1.831 | 168 | no rejection · independent | |
| -1.801 | 168 | no rejection · independent | |
| -1.801 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · russia-x-ukraine-ceasefire-agreement-by-october-31-2026 · fresh · feed 9s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
801
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-russia-x-ukraine-ceasefire-agreement-by-october-31-2026/bundle · venue execution: polymarket →