TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Trump out as President before 2027?
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 · “trump · us · announces” (10 markets)
Top terms: trumpusannouncesceasefirepresidentpolitics
- Trump announces US x Iran ceasefire over by June 15?0.5¢ YES · $212.1k 24h
- Trump announces US x Iran ceasefire over by June 30?3.5¢ YES · $204.8k 24h
- ★ Trump out as President before 2027?9.5¢ YES · $44.8k 24h
- Trump out as President by June 30?0.7¢ YES · $175.3k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.15M 24h
- US announces new Iran agreement/ceasefire extension by June 13?2.4¢ YES · $1.47M 24h
- Will Donald Trump win the 2028 US Presidential Election?1.6¢ YES · $26.9k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $37.7k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $23.5k 24h
- Will Trump acquire Greenland before 2027?6.0¢ YES · $26.0k 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 |
|---|---|---|---|
| -4.673 | 169 | ▲ cointegrated · pair candidate | |
| -3.897 | 169 | ▲ cointegrated · pair candidate | |
| -3.491 | 169 | ▲ cointegrated · pair candidate | |
| -3.399 | 81 | ▲ cointegrated · pair candidate | |
| -3.313 | 169 | no rejection · independent | |
| -3.139 | 169 | no rejection · independent | |
| -2.688 | 147 | no rejection · independent | |
| -2.688 | 147 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · trump-out-as-president-before-2027 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
646
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-trump-out-as-president-before-2027/bundle · venue execution: polymarket →