TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Rebecca Shepherd finish second in the 2026 Makerfield by-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 · “makerfield · election · rebecca” (4 markets)

Top terms: makerfieldelectionrebeccashepherdpolitics2026

§2 · Engle-Granger cointegration screen (3 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 Robert Kenyon win the 2026 Makerfield by-election?-6.072169▲ cointegrated · pair candidate
Will Andy Burnham win the 2026 Makerfield by-election?-6.049169▲ cointegrated · pair candidate
Will Rebecca Shepherd win the 2026 Makerfield by-election?-5.885169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-rebecca-shepherd-finish-second-in-the-2026-makerfield-by-election · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
59.84%
max drawdown
32.98%
sharpe
—
ulcer index
14.86%
RMS drawdown
pain index
11.32%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
32.98%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
18.8 bps
implied (price-only)
bars used
399
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-rebecca-shepherd-finish-second-in-the-2026-makerfield-by-election/bundle · venue execution: polymarket →