TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Roberto Sánchez Palomino 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

§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.

Peert-statnVerdict
Will Keiko Fujimori win the 2026 Peruvian presidential election?-7.892169▲ cointegrated · pair candidate
Will Fujimori win the 2nd round of the 2026 Peru presidential election by 0–0.1%?-6.510134▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election · fresh · feed 0s old
24h sparkline · 60 pts▼ -28.57%
realized vol (ann.)
32.57%
max drawdown
43.33%
sharpe
—
ulcer index
25.20%
RMS drawdown
pain index
19.33%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
43.33%
cond. drawdown
gain/pain
1.11
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.11
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-28.57%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -28.57%
Same bundle via M2M API: /api/m2m/pm-will-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election/bundle · venue execution: polymarket →