TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Fujimori win the 2nd round of the 2026 Peru presidential election by 0–0.1%?

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 · “peruvian · fujimori · election” (3 markets)

Top terms: peruvianfujimorielectionpresidentpoliticskeiko

§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.

Peert-statnVerdict
Will Roberto Sánchez Palomino win the 2026 Peruvian presidential election?-13.301136▲ cointegrated · pair candidate
Will Keiko Fujimori win the 2026 Peruvian presidential election?-13.040136▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086 · fresh · feed 0s old
24h sparkline · 60 pts▼ -92.73%
realized vol (ann.)
10.98%
max drawdown
78.57%
sharpe
—
ulcer index
57.32%
RMS drawdown
pain index
53.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
78.57%
cond. drawdown
gain/pain
0.46
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.46
upside/downside
roll spread
10.9 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-92.73%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -92.73%
Same bundle via M2M API: /api/m2m/pm-will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086/bundle · venue execution: polymarket →