TF-IDF basket · Engle-Granger pairs · Polymarket

Related to US strike on Cuba by December 31?

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.

No topic cluster found for this market. It either sits alone in its semantic neighborhood or shares fewer keywords with peers than the threshold (τ = 0.22 cosine similarity over TF-IDF).

▸ Advanced metrics · M2M bundle

polymarket · us-strike-on-cuba-by-december-31 · fresh · feed 15s old

24h sparkline · 60 pts▼ -1.90%

realized vol (ann.)

190.71%

max drawdown

7.34%

sharpe

—

ulcer index

2.19%

RMS drawdown

pain index

1.54%

mean drawdown

mod. VaR 95%

0.01%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

6.38%

cond. drawdown

gain/pain

0.96

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.96

upside/downside

roll spread

0.2 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

-1.90%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -1.90%

Same bundle via M2M API: /api/m2m/pm-us-strike-on-cuba-by-december-31/bundle · venue execution: polymarket →