TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the United Kingdom send warships through the Strait of Hormuz by June 30, 2026?
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.
No topic cluster found for this market. It either sits alone in its semantic neighborhood or shares fewer keywords with peers than the threshold (τ = 0.22 cosine similarity over TF-IDF).
▸ Advanced metrics · M2M bundle
polymarket · will-the-united-kingdom-send-warships-through-the-strait-of-hormuz-by-june-30-2026 · fresh · feed 0s old24h sparkline · 60 pts▲ 0.59%
realized vol (ann.)
41.07%
max drawdown
6.30%
sharpe
—
ulcer index
2.93%
RMS drawdown
pain index
1.98%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.81%
cond. drawdown
gain/pain
3.55
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.55
upside/downside
roll spread
3.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.59%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-united-kingdom-send-warships-through-the-strait-of-hormuz-by-june-30-2026/bundle · venue execution: polymarket →