TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Trump acquire Greenland 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 · “trump · president · politics” (11 markets)
Top terms: trumppresidentpoliticsagree30iranian
- Trump announces US x Iran ceasefire over by June 30?3.5¢ YES · $53.4k 24h
- Trump out as President before 2027?9.5¢ YES · $33.2k 24h
- Trump out as President by June 30?0.4¢ YES · $109.2k 24h
- Will Donald Trump Jr. win the 2028 Republican presidential nomination?2.1¢ YES · $55.1k 24h
- Will Donald Trump win the 2028 Republican presidential nomination?1.9¢ YES · $21.8k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.9k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $19.0k 24h
- ★ Will Trump acquire Greenland before 2027?5.8¢ YES · $34.0k 24h
- Will Trump agree to Iranian enrichment of uranium by June 30?5.1¢ YES · $79.4k 24h
- Will Trump agree to Iranian transit fees in the Strait of Hormuz by June 30?4.0¢ YES · $71.1k 24h
- Will Trump agree to withdraw troops from the Iranian region by June 30?100.0¢ YES · $849.4k 24h
§2 · Engle-Granger cointegration screen (8 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 |
|---|---|---|---|
| -3.622 | 168 | ▲ cointegrated · pair candidate | |
| -3.333 | 168 | no rejection · independent | |
| -2.676 | 168 | no rejection · independent | |
| -2.654 | 168 | no rejection · independent | |
| -2.575 | 168 | no rejection · independent | |
| -2.552 | 168 | no rejection · independent | |
| -2.552 | 168 | no rejection · independent | |
| -2.426 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-trump-acquire-greenland-before-2027 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
7.34%
max drawdown
2.54%
sharpe
—
ulcer index
0.96%
RMS drawdown
pain index
0.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.54%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
978
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-trump-acquire-greenland-before-2027/bundle · venue execution: polymarket →