TF-IDF basket · Engle-Granger pairs · Polymarket

Related to US x Russia military clash by December 31, 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 · “china · clash · invade” (7 markets)

Top terms: chinaclashinvadetaiwanmilitary2027

§2 · Engle-Granger cointegration screen (6 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
Will China invade Taiwan by end of 2026?-6.570168▲ cointegrated · pair candidate
China x Philippines military clash before 2027?-6.534168▲ cointegrated · pair candidate
China x Taiwan military clash before 2027?-6.457168▲ cointegrated · pair candidate
Will the U.S. invade Iran before 2027?-6.402168▲ cointegrated · pair candidate
Will China invade Taiwan by June 30, 2026?-6.294168▲ cointegrated · pair candidate
Will NATO countries clash with each other before 2027?-6.285168▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · us-x-russia-military-clash-by-december-31-2026-775 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
505
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-russia-military-clash-by-december-31-2026-775/bundle · venue execution: polymarket →