TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Trump acquire Greenland before 2027?
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 · “trump · announces · ceasefire” (10 markets)
Top terms: trumpannouncesceasefireuspresidentpolitics
- Trump announces US x Iran ceasefire over by June 15?0.8¢ YES · $225.0k 24h
- Trump announces US x Iran ceasefire over by June 30?3.4¢ YES · $205.2k 24h
- Trump out as President before 2027?9.5¢ YES · $44.6k 24h
- Trump out as President by June 30?0.5¢ YES · $178.0k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.09M 24h
- US announces new Iran agreement/ceasefire extension by June 13?2.9¢ YES · $1.17M 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $36.0k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $24.0k 24h
- ★ Will Trump acquire Greenland before 2027?5.9¢ YES · $25.6k 24h
- Will Trump speak to Vladimir Putin in June?99.6¢ YES · $56.6k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -3.428 | 169 | ▲ cointegrated · pair candidate | |
| -3.371 | 169 | ▲ cointegrated · pair candidate | |
| -3.337 | 82 | no rejection · independent | |
| -3.256 | 169 | no rejection · independent | |
| -3.204 | 169 | no rejection · independent | |
| -3.107 | 169 | no rejection · independent | |
| -3.105 | 148 | no rejection · independent | |
| -3.075 | 148 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-trump-acquire-greenland-before-2027 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
4.68%
max drawdown
1.65%
sharpe
—
ulcer index
0.59%
RMS drawdown
pain index
0.22%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.65%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-trump-acquire-greenland-before-2027/bundle · venue execution: polymarket →