TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Trump out as President by June 30?
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 · agreement · us” (21 markets)
Top terms: announcesagreementusceasefireiranextension
- Trump announces US x Iran ceasefire over by June 15?4.8¢ YES · $150.4k 24h
- Trump announces US x Iran ceasefire over by June 30?12.0¢ YES · $101.2k 24h
- ★ Trump out as President by June 30?0.7¢ YES · $145.3k 24h
- US and Iran sign an agreement by July 31, 2026?85.5¢ YES · $28.1k 24h
- US and Iran sign an agreement by June 15, 2026?39.5¢ YES · $46.5k 24h
- US and Iran sign an agreement by June 30, 2026?72.0¢ YES · $39.2k 24h
- US announces new Iran agreement/ceasefire extension by July 31?84.0¢ YES · $143.6k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $928.7k 24h
- US announces new Iran agreement/ceasefire extension by June 13?2.9¢ YES · $2.37M 24h
- US announces new Iran agreement/ceasefire extension by June 1426.5¢ YES · $935.1k 24h
- US announces new Iran agreement/ceasefire extension by June 15?36.5¢ YES · $478.7k 24h
- US announces new Iran agreement/ceasefire extension by June 16?38.5¢ YES · $115.2k 24h
- US announces new Iran agreement/ceasefire extension by June 17?49.5¢ YES · $45.1k 24h
- US announces new Iran agreement/ceasefire extension by June 18?53.5¢ YES · $66.1k 24h
- US announces new Iran agreement/ceasefire extension by June 19?60.5¢ YES · $65.8k 24h
- US announces new Iran agreement/ceasefire extension by June 30?80.0¢ YES · $311.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by July 31, 2026?81.5¢ YES · $258.5k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 15, 2026?30.0¢ YES · $345.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 18, 2026?53.0¢ YES · $66.0k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 21, 2026?59.0¢ YES · $37.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 30, 2026?71.5¢ YES · $233.7k 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 |
|---|---|---|---|
| -5.010 | 169 | ▲ cointegrated · pair candidate | |
| -4.259 | 139 | ▲ cointegrated · pair candidate | |
| -4.109 | 169 | ▲ cointegrated · pair candidate | |
| -3.845 | 139 | ▲ cointegrated · pair candidate | |
| -3.163 | 73 | no rejection · independent | |
| -3.045 | 71 | no rejection · independent | |
| -3.035 | 71 | no rejection · independent | |
| -3.014 | 71 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · trump-out-as-president-by-june-30 · 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
147
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-trump-out-as-president-by-june-30/bundle · venue execution: polymarket →