TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Russia capture all of Stepnohirsk by September 30, 2026?
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 · 30” (4 markets)
Top terms: russiaputin30capturestepnohirskukraine
- Putin out as President of Russia by June 30?0.7¢ YES · $42.4k 24h
- Putin out as President of Russia by December 31, 2026?8.5¢ YES · $29.6k 24h
- Russia x Ukraine ceasefire agreement by June 30, 2026?3.5¢ YES · $202.2k 24h
- ★ Will Russia capture all of Stepnohirsk by September 30, 2026?11.6¢ YES · $137.3k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -4.219 | 169 | ▲ cointegrated · pair candidate | |
| -1.048 | 169 | no rejection · independent | |
| -1.020 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-russia-capture-all-of-stepnohirsk-by-september-30-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
61.77%
max drawdown
13.20%
sharpe
—
ulcer index
4.40%
RMS drawdown
pain index
2.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.70%
cond. drawdown
gain/pain
1.51
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.51
upside/downside
roll spread
1.4 bps
implied (price-only)
bars used
1996
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-russia-capture-all-of-stepnohirsk-by-september-30-2026/bundle · venue execution: polymarket →