TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Donald Trump win the 2028 US Presidential Election?

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 · “us · president · election” (22 markets)

Top terms: uspresidentelection2028politicstrump

§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.

Peert-statnVerdict
Trump out as President by June 30?-3.315169no rejection · independent
Trump out as President before 2027?-2.715169no rejection · independent
US announces new Iran agreement/ceasefire extension by June 13?-2.47980no rejection · independent
Trump announces US x Iran ceasefire over by June 15?-2.126146no rejection · independent
US announces new Iran agreement/ceasefire extension by June 12?-2.053169no rejection · independent
Trump announces US x Iran ceasefire over by June 30?-1.884146no rejection · independent
Will Eric Trump win the 2028 US Presidential Election?-1.584169no rejection · independent
Will Glenn Youngkin win the 2028 US Presidential Election?-1.584169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-win-the-2028-us-presidential-election · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
2.27%
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)
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
849
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-win-the-2028-us-presidential-election/bundle · venue execution: polymarket