TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Kamala Harris 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 · “election · 2028 · us” (13 markets)
Top terms: election2028uspresidentpoliticswin
- Will Alexandria Ocasio-Cortez win the 2028 US Presidential Election?5.5¢ YES · $23.9k 24h
- Will Gavin Newsom win the 2028 US Presidential Election?16.0¢ YES · $21.5k 24h
- Will Greg Abbott win the 2028 US Presidential Election?0.9¢ YES · $94.0k 24h
- Will Jalen Brunson win the 2028 US Presidential Election?0.5¢ YES · $113.6k 24h
- Will JD Vance win the 2028 US Presidential Election?19.6¢ YES · $327.3k 24h
- Will Josh Shapiro win the 2028 US Presidential Election?2.9¢ YES · $43.6k 24h
- ★ Will Kamala Harris win the 2028 US Presidential Election?4.8¢ YES · $26.5k 24h
- Will Kim Kardashian win the 2028 US Presidential Election?0.7¢ YES · $37.1k 24h
- Will LeBron James win the 2028 US Presidential Election?0.7¢ YES · $54.8k 24h
- Will Marco Rubio win the 2028 US Presidential Election?15.6¢ YES · $20.3k 24h
- Will Michelle Obama win the 2028 US Presidential Election?0.8¢ YES · $53.3k 24h
- Will Vivek Ramaswamy win the 2028 US Presidential Election?0.7¢ YES · $24.9k 24h
- Will Zohran Mamdani win the 2028 US Presidential Election?0.7¢ YES · $33.5k 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 |
|---|---|---|---|
| -3.063 | 168 | no rejection · independent | |
| -2.322 | 168 | no rejection · independent | |
| -2.227 | 168 | no rejection · independent | |
| -1.258 | 168 | no rejection · independent | |
| -1.143 | 168 | no rejection · independent | |
| -0.726 | 168 | no rejection · independent | |
| -0.726 | 168 | no rejection · independent | |
| -0.726 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-kamala-harris-win-the-2028-us-presidential-election · fresh · feed 6s old24h sparkline · 60 pts▼ —
realized vol (ann.)
4.09%
max drawdown
2.06%
sharpe
—
ulcer index
0.79%
RMS drawdown
pain index
0.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.06%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
1048
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-kamala-harris-win-the-2028-us-presidential-election/bundle · venue execution: polymarket →