TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Naftali Bennett be the next Prime Minister of Israel?
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 · “prime · minister · politics” (14 markets)
Top terms: primeministerpoliticsisraelkingdomunited
- Will Avigdor Lieberman be the next Prime Minister of Israel?4.3¢ YES · $220.3k 24h
- Will Ayelet Shaked be the next Prime Minister of Israel?0.3¢ YES · $29.9k 24h
- Will Belete Molla be the next Prime Minister of Ethiopia?0.1¢ YES · $4.06M 24h
- Will Benny Gantz be the next Prime Minister of Israel?0.4¢ YES · $194.5k 24h
- Will Berhanu Nega be the next Prime Minister of Ethiopia?0.5¢ YES · $1.21M 24h
- Will Bridget Phillipson be the next Prime Minister of the United Kingdom in 2026?0.1¢ YES · $24.6k 24h
- Will David Lammy be the next Prime Minister of the United Kingdom in 2026?0.3¢ YES · $27.0k 24h
- Will Ed Davey be the next Prime Minister of the United Kingdom in 2026?0.1¢ YES · $28.6k 24h
- Will Gedion Timothewos be the next Prime Minister of Ethiopia?0.1¢ YES · $42.8k 24h
- Will Moshe Feiglin be the next Prime Minister of Israel?0.3¢ YES · $39.3k 24h
- ★ Will Naftali Bennett be the next Prime Minister of Israel?16.0¢ YES · $122.4k 24h
- Will Rupert Lowe be the next Prime Minister of the United Kingdom in 2026?0.6¢ YES · $30.1k 24h
- Will Yair Golan be the next Prime Minister of Israel?0.4¢ YES · $109.9k 24h
- Will Yoaz Hendel be the next Prime Minister of Israel?0.3¢ YES · $25.6k 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 |
|---|---|---|---|
| -3.921 | 169 | ▲ cointegrated · pair candidate | |
| -3.037 | 169 | no rejection · independent | |
| -2.063 | 169 | no rejection · independent | |
| -1.786 | 169 | no rejection · independent | |
| -1.297 | 169 | no rejection · independent | |
| -1.174 | 169 | no rejection · independent | |
| -1.171 | 169 | no rejection · independent | |
| -1.101 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-naftali-bennett-be-the-next-prime-minister-of-israel · fresh · feed 11s old24h sparkline · 60 pts▼ -3.03%
realized vol (ann.)
184.29%
max drawdown
12.90%
sharpe
—
ulcer index
7.41%
RMS drawdown
pain index
6.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.90%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-3.03%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -3.03%
Same bundle via M2M API:
/api/m2m/pm-will-naftali-bennett-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket →