TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will David Lammy be the next Prime Minister of the United Kingdom in 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 · “prime · minister · politics” (11 markets)
Top terms: primeministerpoliticsisraelkingdomunited
- Will Avigdor Lieberman be the next Prime Minister of Israel?3.8¢ YES · $220.0k 24h
- Will Ayelet Shaked be the next Prime Minister of Israel?0.3¢ YES · $26.1k 24h
- Will Belete Molla be the next Prime Minister of Ethiopia?0.1¢ YES · $4.06M 24h
- Will Benny Gantz be the next Prime Minister of Israel?0.4¢ YES · $194.5k 24h
- Will Berhanu Nega be the next Prime Minister of Ethiopia?0.5¢ YES · $1.19M 24h
- Will Bridget Phillipson be the next Prime Minister of the United Kingdom in 2026?0.1¢ YES · $22.3k 24h
- ★ Will David Lammy be the next Prime Minister of the United Kingdom in 2026?0.3¢ YES · $29.1k 24h
- Will Ed Davey be the next Prime Minister of the United Kingdom in 2026?0.1¢ YES · $27.7k 24h
- Will Moshe Feiglin be the next Prime Minister of Israel?0.3¢ YES · $37.8k 24h
- Will Naftali Bennett be the next Prime Minister of Israel?14.5¢ YES · $142.9k 24h
- Will Yair Golan be the next Prime Minister of Israel?0.4¢ YES · $107.3k 24h
§2 · Engle-Granger cointegration screen (8 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 |
|---|---|---|---|
| -5.394 | 169 | ▲ cointegrated · pair candidate | |
| -2.998 | 168 | no rejection · independent | |
| -1.713 | 169 | no rejection · independent | |
| -1.577 | 169 | no rejection · independent | |
| -1.360 | 169 | no rejection · independent | |
| -1.244 | 169 | no rejection · independent | |
| -1.221 | 169 | no rejection · independent | |
| -1.080 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-david-lammy-be-the-next-prime-minister-of-the-united-kingdom-in-2026-654 · fresh · feed 6s old24h sparkline · 60 pts▼ -16.67%
realized vol (ann.)
2.09%
max drawdown
16.67%
sharpe
—
ulcer index
7.55%
RMS drawdown
pain index
3.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.67%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-16.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -16.67%
Same bundle via M2M API:
/api/m2m/pm-will-david-lammy-be-the-next-prime-minister-of-the-united-kingdom-in-2026-654/bundle · venue execution: polymarket →