TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will NATO countries clash with each other 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 · “china · clash · taiwan” (6 markets)

Top terms: chinaclashtaiwanmilitaryinvade2027

§2 · Engle-Granger cointegration screen (5 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
China x Taiwan military clash before 2027?-5.766167▲ cointegrated · pair candidate
Will China invade Taiwan by end of 2026?-5.371167▲ cointegrated · pair candidate
China x Philippines military clash before 2027?-5.298167▲ cointegrated · pair candidate
US x Russia military clash by December 31, 2026?-5.227167▲ cointegrated · pair candidate
Will China invade Taiwan by June 30, 2026?-5.197167▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-nato-countries-clash-with-each-other-before-2027 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
74.20%
max drawdown
19.44%
sharpe
—
ulcer index
11.94%
RMS drawdown
pain index
10.66%
mean drawdown
mod. VaR 95%
0.05%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.95%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
1.6 bps
implied (price-only)
bars used
950
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-nato-countries-clash-with-each-other-before-2027/bundle · venue execution: polymarket →