TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Trump out as President 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 · “trump · 30 · agree” (5 markets)

Top terms: trump30agreeiranianjunedemands

§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
Tamas Sulyok out as President of Hungary by June 30?-3.007168no rejection · independent
Will Trump agree to withdraw troops from the Iranian region by June 30?-2.996168no rejection · independent
Will Trump agree to Iranian transit fees in the Strait of Hormuz by June 30?-2.974168no rejection · independent
Will Trump agree to Iranian enrichment of uranium by June 30?-2.761168no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · trump-out-as-president-by-june-30 · fresh · feed 13s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4.18%
max drawdown
22.22%
sharpe
—
ulcer index
10.47%
RMS drawdown
pain index
5.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
22.22%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
9.5 bps
implied (price-only)
bars used
500
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-trump-out-as-president-by-june-30/bundle · venue execution: polymarket →