TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Trump meets with Mojtaba Khamenei by June 30?
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 · “mojtaba · khamenei · public” (4 markets)
Top terms: mojtabakhameneipublicmeetsseenappearance
- Mojtaba Khamenei seen in public by July 31?30.5¢ YES · $26.6k 24h
- Mojtaba Khamenei seen in public by June 30?8.5¢ YES · $26.0k 24h
- ★ Trump meets with Mojtaba Khamenei by June 30?1.5¢ YES · $22.5k 24h
- Will Mojtaba Khamenei be head of state in Iran end of 2026?83.8¢ YES · $36.3k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -4.587 | 169 | ▲ cointegrated · pair candidate | |
| -4.063 | 169 | ▲ cointegrated · pair candidate | |
| -2.910 | 66 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · trump-meets-with-mojtaba-khamenei-by-june-30 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
10.98%
max drawdown
17.14%
sharpe
—
ulcer index
9.53%
RMS drawdown
pain index
5.71%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.14%
cond. drawdown
gain/pain
1.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.50
upside/downside
roll spread
1.0 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-trump-meets-with-mojtaba-khamenei-by-june-30/bundle · venue execution: polymarket →