TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Keiko Fujimori win the 2026 Peruvian 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 · “peruvian · fujimori · election” (3 markets)
Top terms: peruvianfujimorielectionpresidentpoliticskeiko
- Will Fujimori win the 2nd round of the 2026 Peru presidential election by 0.1–0.2%?1.8¢ YES · $25.0k 24h
- ★ Will Keiko Fujimori win the 2026 Peruvian presidential election?98.9¢ YES · $150.9k 24h
- Will Roberto Sánchez Palomino win the 2026 Peruvian presidential election?0.8¢ YES · $667.6k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -8.323 | 169 | ▲ cointegrated · pair candidate | |
| -6.551 | 139 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-keiko-fujimori-win-the-2026-peruvian-presidential-election · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
5.42%
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)
—
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
150
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-keiko-fujimori-win-the-2026-peruvian-presidential-election/bundle · venue execution: polymarket →