TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Starmer out by June 30, 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 · “starmer · 31 · 2026” (7 markets)

Top terms: starmer312026juneaugustoctober

§2 · Engle-Granger cointegration screen (4 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
Starmer out by August 31, 2026?-3.465168▲ cointegrated · pair candidate
Starmer out by July 31, 2026?-3.245168no rejection · independent
Starmer out by December 31, 2026?-2.463168no rejection · independent
Starmer out by October 31, 2026?-1.980168no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · starmer-out-by-june-30-2026-862-594-548-219-739-726 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
229.87%
max drawdown
16.79%
sharpe
—
ulcer index
10.95%
RMS drawdown
pain index
9.48%
mean drawdown
mod. VaR 95%
0.24%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
15.52%
cond. drawdown
gain/pain
0.35
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.35
upside/downside
roll spread
4.2 bps
implied (price-only)
bars used
810
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-starmer-out-by-june-30-2026-862-594-548-219-739-726/bundle · venue execution: polymarket →