TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Donald Trump publicly insult Benjamin Netanyahu by June 30, 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 · “netanyahu · benjamin · 30” (3 markets)
Top terms: netanyahubenjamin30publiclyinsultprime
- Netanyahu out by June 30?1.2¢ YES · $85.6k 24h
- Will Benjamin Netanyahu be the next Prime Minister of Israel?29.0¢ YES · $215.7k 24h
- ★ Will Donald Trump publicly insult Benjamin Netanyahu by June 30, 2026?33.5¢ YES · $31.5k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -1.966 | 169 | no rejection · independent | |
| -1.758 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-donald-trump-publicly-insult-benjamin-netanyahu-by-june-30-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
338.47%
max drawdown
26.67%
sharpe
—
ulcer index
14.56%
RMS drawdown
pain index
10.24%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.67%
cond. drawdown
gain/pain
0.31
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.31
upside/downside
roll spread
7.0 bps
implied (price-only)
bars used
650
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-donald-trump-publicly-insult-benjamin-netanyahu-by-june-30-2026/bundle · venue execution: polymarket →