TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Vivek Ramaswamy win the 2028 US 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 · “election · 2028 · us” (17 markets)

Top terms: election2028uspresidentpoliticswin

§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 Alexandria Ocasio-Cortez win the 2028 US Presidential Election?-0.918169no rejection · independent
Will Jalen Brunson win the 2028 US Presidential Election?-0.46349no rejection · independent
Will Greg Abbott win the 2028 US Presidential Election?-0.282168no rejection · independent
Will Eric Trump win the 2028 US Presidential Election?-0.209168no rejection · independent
Will Glenn Youngkin win the 2028 US Presidential Election?-0.209168no rejection · independent
Will James Talarico win the 2028 US Presidential Election?-0.209168no rejection · independent
Will Kim Kardashian win the 2028 US Presidential Election?-0.209168no rejection · independent
Will Gretchen Whitmer win the 2028 US Presidential Election?-0.208169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-vivek-ramaswamy-win-the-2028-us-presidential-election · fresh · feed 0s old
24h sparkline · 60 pts -13.33%
realized vol (ann.)
2.96%
max drawdown
13.33%
sharpe
ulcer index
11.64%
RMS drawdown
pain index
10.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
13.33%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-13.33%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -13.33%
Same bundle via M2M API: /api/m2m/pm-will-vivek-ramaswamy-win-the-2028-us-presidential-election/bundle · venue execution: polymarket