TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Russia capture all of Kupiansk by June 30?

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 · “russia · putin · trump” (6 markets)

Top terms: russiaputintrump30presidentpolitics

§2 · Engle-Granger cointegration screen (5 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
Putin out as President of Russia by June 30?-3.779169▲ cointegrated · pair candidate
Trump out as President by June 30?-3.259169no rejection · independent
Will Trump speak to Vladimir Putin in June?-2.843169no rejection · independent
Putin out as President of Russia by December 31, 2026?-2.769169no rejection · independent
US x Russia military clash by December 31, 2026?-2.654169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-russia-capture-all-of-kupiansk-by-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
12.18%
max drawdown
4.88%
sharpe
—
ulcer index
2.02%
RMS drawdown
pain index
1.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.28%
cond. drawdown
gain/pain
1.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.67
upside/downside
roll spread
2.5 bps
implied (price-only)
bars used
415
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-russia-capture-all-of-kupiansk-by-june-30/bundle · venue execution: polymarket →