TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Elon Musk post 200-219 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” (29 markets)
Top terms: juneelonmusktweets16post
- Will Elon Musk post 20-39 tweets from June 12 to June 19, 2026?0.1¢ YES · $76.6k 24h
- Will Elon Musk post 320-339 tweets from June 12 to June 19, 2026?0.3¢ YES · $27.4k 24h
- Will Elon Musk post 340-359 tweets from June 12 to June 19, 2026?0.1¢ YES · $63.6k 24h
- Will Elon Musk post 360-379 tweets from June 12 to June 19, 2026?0.1¢ YES · $33.9k 24h
- Will Elon Musk post 380-399 tweets from June 12 to June 19, 2026?0.1¢ YES · $43.0k 24h
- Will Elon Musk post 40-59 tweets from June 12 to June 19, 2026?0.7¢ YES · $137.9k 24h
- Will Elon Musk post 500+ tweets from June 12 to June 19, 2026?0.1¢ YES · $65.6k 24h
- Will Elon Musk post 60-79 tweets from June 12 to June 19, 2026?1.5¢ YES · $83.1k 24h
- Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?4.8¢ YES · $43.2k 24h
- Will Elon Musk post 115-139 tweets from June 13 to June 15, 2026?0.1¢ YES · $31.0k 24h
- Will Elon Musk post 40-64 tweets from June 13 to June 15, 2026?22.5¢ YES · $41.4k 24h
- Will Elon Musk post 65-89 tweets from June 13 to June 15, 2026?2.1¢ YES · $48.4k 24h
- Will Elon Musk post 90-114 tweets from June 13 to June 15, 2026?0.7¢ YES · $54.3k 24h
- Will Elon Musk post 0-19 tweets from June 16 to June 23, 2026?0.1¢ YES · $78.2k 24h
- Will Elon Musk post 440-459 tweets from June 16 to June 23, 2026?0.1¢ YES · $34.4k 24h
- Will Elon Musk post 500+ tweets from June 16 to June 23, 2026?0.4¢ YES · $39.5k 24h
- Will Elon Musk post 60-79 tweets from June 16 to June 23, 2026?0.4¢ YES · $45.4k 24h
- Will Elon Musk post 120-139 tweets from June 9 to June 16, 2026?8.6¢ YES · $252.0k 24h
- Will Elon Musk post 140-159 tweets from June 9 to June 16, 2026?23.5¢ YES · $138.3k 24h
- Will Elon Musk post 160-179 tweets from June 9 to June 16, 2026?39.1¢ YES · $49.2k 24h
- Will Elon Musk post 180-199 tweets from June 9 to June 16, 2026?20.5¢ YES · $47.2k 24h
- ★ Will Elon Musk post 200-219 tweets from June 9 to June 16, 2026?7.5¢ YES · $60.9k 24h
- Will Elon Musk post 220-239 tweets from June 9 to June 16, 2026?1.8¢ YES · $71.0k 24h
- Will Elon Musk post 240-259 tweets from June 9 to June 16, 2026?0.4¢ YES · $64.7k 24h
- Will Elon Musk post 260-279 tweets from June 9 to June 16, 2026?0.3¢ YES · $72.5k 24h
- Will Elon Musk post 280-299 tweets from June 9 to June 16, 2026?0.1¢ YES · $55.2k 24h
- Will Elon Musk post 300-319 tweets from June 9 to June 16, 2026?0.1¢ YES · $83.6k 24h
- Will Elon Musk post 320-339 tweets from June 9 to June 16, 2026?0.1¢ YES · $71.2k 24h
- Will Elon Musk post 340-359 tweets from June 9 to June 16, 2026?0.1¢ YES · $47.5k 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 |
|---|---|---|---|
| -3.832 | 133 | ▲ cointegrated · pair candidate | |
| -1.128 | 133 | no rejection · independent | |
| -0.975 | 133 | no rejection · independent | |
| -0.620 | 133 | no rejection · independent | |
| -0.411 | 133 | no rejection · independent | |
| -0.388 | 133 | no rejection · independent | |
| -0.388 | 133 | no rejection · independent | |
| -0.304 | 133 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · elon-musk-of-tweets-june-9-june-16-200-219 · fresh · feed 0s old24h sparkline · 60 pts▼ -66.67%
realized vol (ann.)
277.76%
max drawdown
57.14%
sharpe
—
ulcer index
27.89%
RMS drawdown
pain index
22.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
57.14%
cond. drawdown
gain/pain
0.76
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.76
upside/downside
roll spread
3.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-66.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -66.67%
Same bundle via M2M API:
/api/m2m/pm-elon-musk-of-tweets-june-9-june-16-200-219/bundle · venue execution: polymarket →