TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Trump speak to Vladimir Putin in June?
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 · “announces · ceasefire · trump” (8 markets)
Top terms: announcesceasefiretrumpextensionusnew
- Trump announces US x Iran ceasefire over by June 15?0.7¢ YES · $200.6k 24h
- Trump announces US x Iran ceasefire over by June 30?4.5¢ YES · $169.3k 24h
- US announces new Iran agreement/ceasefire extension by July 31?100.0¢ YES · $193.8k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.10M 24h
- US announces new Iran agreement/ceasefire extension by June 13?3.1¢ YES · $1.63M 24h
- US announces new Iran agreement/ceasefire extension by June 14100.0¢ YES · $1.76M 24h
- Will Trump speak to Ahmed al-Sharaa in June?40.5¢ YES · $23.7k 24h
- ★ Will Trump speak to Vladimir Putin in June?97.5¢ YES · $51.4k 24h
§2 · Engle-Granger cointegration screen (7 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 |
|---|---|---|---|
| -2.815 | 77 | no rejection · independent | |
| -2.477 | 169 | no rejection · independent | |
| -2.193 | 169 | no rejection · independent | |
| -2.059 | 77 | no rejection · independent | |
| -1.411 | 143 | no rejection · independent | |
| -1.364 | 169 | no rejection · independent | |
| -1.328 | 143 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-trump-speak-to-vladimir-putin-in-june · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
121.30%
max drawdown
2.91%
sharpe
—
ulcer index
1.37%
RMS drawdown
pain index
0.99%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.91%
cond. drawdown
gain/pain
0.52
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.52
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
963
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-trump-speak-to-vladimir-putin-in-june/bundle · venue execution: polymarket →