TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the US confirm that aliens exist 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 · “confirm · aliens · exist” (2 markets)

Top terms: confirmaliensexistus202730

Will the US confirm that aliens exist before 2027?9.5¢ YES · $49.0k 24h
★ Will the US confirm that aliens exist by June 30?0.5¢ YES · $22.4k 24h

§2 · Engle-Granger cointegration screen (1 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
Will the US confirm that aliens exist before 2027?	-1.826	168	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-the-us-confirm-that-aliens-exist-by-june-30-333 · fresh · feed 9s old

24h sparkline · 60 pts▼ —

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

496

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-the-us-confirm-that-aliens-exist-by-june-30-333/bundle · venue execution: polymarket →