TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Trump praise Allah again 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.

No topic cluster found for this market. It either sits alone in its semantic neighborhood or shares fewer keywords with peers than the threshold (τ = 0.22 cosine similarity over TF-IDF).

▸ Advanced metrics · M2M bundle

polymarket · will-trump-praise-allah-again-by-june-30-20260610152457610 · fresh · feed 3s old
24h sparkline · 60 pts -27.12%
realized vol (ann.)
519.15%
max drawdown
39.22%
sharpe
ulcer index
26.29%
RMS drawdown
pain index
23.82%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
39.22%
cond. drawdown
gain/pain
0.87
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.87
upside/downside
roll spread
1.9 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-27.12%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -27.12%
Same bundle via M2M API: /api/m2m/pm-will-trump-praise-allah-again-by-june-30-20260610152457610/bundle · venue execution: polymarket