TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Strait of Hormuz traffic returns to normal by July 15?

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 · “traffic · returns · normal” (8 markets)

Top terms: trafficreturnsnormalstraithormuzrussia

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · strait-of-hormuz-traffic-returns-to-normal-by-july-15 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
219.81%
max drawdown
21.74%
sharpe
ulcer index
11.10%
RMS drawdown
pain index
9.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
20.94%
cond. drawdown
gain/pain
0.27
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.27
upside/downside
roll spread
3.7 bps
implied (price-only)
bars used
1223
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-strait-of-hormuz-traffic-returns-to-normal-by-july-15/bundle · venue execution: polymarket