TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Russia capture Rai-Oleksandrivka 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 · “capture · russia · lyman” (3 markets)
Top terms: capturerussialymanstepnohirskraioleksandrivka
- Will Russia capture all of Stepnohirsk by September 30, 2026?11.3¢ YES · $191.1k 24h
- Will Russia capture Lyman by June 30, 2026?6.9¢ YES · $21.5k 24h
- ★ Will Russia capture Rai-Oleksandrivka by June 30?10.5¢ YES · $25.8k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -5.360 | 168 | ▲ cointegrated · pair candidate | |
| -4.189 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-russia-capture-rai-oleksandrivka-by-june-30 · fresh · feed 16s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1136.67%
max drawdown
65.63%
sharpe
—
ulcer index
48.74%
RMS drawdown
pain index
43.86%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
65.55%
cond. drawdown
gain/pain
0.96
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.96
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
1047
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-russia-capture-rai-oleksandrivka-by-june-30/bundle · venue execution: polymarket →