TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will "Disclosure Day" Opening Weekend Box Office be between 39m and 43m?
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 · “disclosure · opening · weekend” (2 markets)
Top terms: disclosureopeningweekendboxofficeentertainment
- ★ Will "Disclosure Day" Opening Weekend Box Office be between 39m and 43m?3.6¢ YES · $25.9k 24h
- Will "Disclosure Day" Opening Weekend Box Office be greater than 47m?0.4¢ YES · $25.3k 24h
§2 · Engle-Granger cointegration screen (1 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 |
|---|---|---|---|
| -2.702 | 141 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m · fresh · feed 0s old24h sparkline · 60 pts▼ -75.25%
realized vol (ann.)
197.49%
max drawdown
82.06%
sharpe
—
ulcer index
54.62%
RMS drawdown
pain index
47.47%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
81.38%
cond. drawdown
gain/pain
0.21
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.21
upside/downside
roll spread
15.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-75.25%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -75.25%
Same bundle via M2M API:
/api/m2m/pm-will-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m/bundle · venue execution: polymarket →