TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the US confirm that aliens exist 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 · “confirm · aliens · exist” (3 markets)

Top terms: confirmaliensexistus30september

Will the US confirm that aliens exist before 2027?9.5¢ YES · $183.4k 24h
★ Will the US confirm that aliens exist by June 30?0.9¢ YES · $163.1k 24h
Will the US confirm that aliens exist by September 30?4.5¢ YES · $39.3k 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
Will the US confirm that aliens exist before 2027?	-4.588	169	▲ cointegrated · pair candidate
Will the US confirm that aliens exist by September 30?	-4.531	169	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-the-us-confirm-that-aliens-exist-by-june-30-333 · fresh · feed 0s old

realized vol (ann.)

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max drawdown

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sharpe

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ulcer index

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RMS drawdown

pain index

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mean drawdown

mod. VaR 95%

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Cornish-Fisher

martin ratio

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ret / ulcer

CDaR 95%

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cond. drawdown

gain/pain

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Σgain / Σ|loss|

sterling

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ret / CDaR

omega (θ=0)

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upside/downside

roll spread

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implied (price-only)

bars used

insufficient

spread

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24h Δ

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flow lean

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carry

flat

signalNEUTRALconfidence 0%

insufficient history for risk metrics — directional read only

Same bundle via M2M API: /api/m2m/pm-will-the-us-confirm-that-aliens-exist-by-june-30-333/bundle · venue execution: polymarket →