TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Tereza Cristina win the 2026 Brazilian presidential 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 · “brazilian · election · president” (11 markets)

Top terms: brazilianelectionpresidentpoliticswin2026

§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.

Peert-statnVerdict
Will Michelle Bolsonaro win the 2026 Brazilian presidential election?-3.848169▲ cointegrated · pair candidate
Will Flávio Bolsonaro win the 2026 Brazilian presidential election?-1.088169no rejection · independent
Will Renan Santos win the 2026 Brazilian presidential election?-0.799169no rejection · independent
Will Romeu Zema win the 2026 Brazilian presidential election?-0.643169no rejection · independent
Will Camilo Santana win the 2026 Brazilian presidential election?-0.581169no rejection · independent
Will Luiz Inácio Lula da Silva win the 2026 Brazilian presidential election?-0.381169no rejection · independent
Will Eduardo Bolsonaro win the 2026 Brazilian presidential election?-0.345169no rejection · independent
Will Geraldo Alckmin win the 2026 Brazilian presidential election?-0.211169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-tereza-cristina-win-the-2026-brazilian-presidential-election · fresh · feed 1s old
24h sparkline · 60 pts 0.00%
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
0.00%
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-tereza-cristina-win-the-2026-brazilian-presidential-election/bundle · venue execution: polymarket