TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?

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 · “june · elon · musk” (31 markets)

Top terms: juneelonmusktweets16post

§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 Elon Musk post 40-59 tweets from June 12 to June 19, 2026?-1.407132no rejection · independent
Will Elon Musk post 240-259 tweets from June 12 to June 19, 2026?-1.259132no rejection · independent
Will Elon Musk post 320-339 tweets from June 12 to June 19, 2026?-0.267132no rejection · independent
Will Elon Musk post 500+ tweets from June 12 to June 19, 2026?-0.198132no rejection · independent
Will Elon Musk post 380-399 tweets from June 12 to June 19, 2026?-0.071132no rejection · independent
Will Elon Musk post 340-359 tweets from June 12 to June 19, 2026?0.061132no rejection · independent
Will Elon Musk post 20-39 tweets from June 12 to June 19, 2026?0.111132no rejection · independent
Will Elon Musk post 360-379 tweets from June 12 to June 19, 2026?0.193132no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · elon-musk-of-tweets-june-9-june-16-120-139 · fresh · feed 0s old
24h sparkline · 60 pts▲ 1346.15%
realized vol (ann.)
222.36%
max drawdown
89.21%
sharpe
—
ulcer index
57.87%
RMS drawdown
pain index
44.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
84.72%
cond. drawdown
gain/pain
1.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.69
upside/downside
roll spread
16.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
1346.15%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +1346.15%
Same bundle via M2M API: /api/m2m/pm-elon-musk-of-tweets-june-9-june-16-120-139/bundle · venue execution: polymarket →