TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Bank of Japan increases interest rates by 50+ bps after the June 2026 meeting?
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 · “interest · rates · meeting” (12 markets)
Top terms: interestratesmeetingbpsfedeconomics
- ★ Bank of Japan increases interest rates by 50+ bps after the June 2026 meeting?0.2¢ YES · $25.5k 24h
- Will Netherlands vs. Japan end in a draw?100.0¢ YES · $2.79M 24h
- Will Japan win on 2026-06-14?0.1¢ YES · $5.33M 24h
- Will Netherlands win on 2026-06-14?0.1¢ YES · $18.87M 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $544.9k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $96.1k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $1.24M 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?3.3¢ YES · $29.4k 24h
- Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.1¢ YES · $1.43M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $111.9k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?93.5¢ YES · $104.7k 24h
- Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.59M 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 |
|---|---|---|---|
| -3.202 | 169 | no rejection · independent | |
| -2.964 | 169 | no rejection · independent | |
| -2.621 | 169 | no rejection · independent | |
| -2.549 | 169 | no rejection · independent | |
| -2.543 | 169 | no rejection · independent | |
| -2.540 | 169 | no rejection · independent | |
| -2.431 | 169 | no rejection · independent | |
| -2.367 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
7.00%
max drawdown
42.86%
sharpe
—
ulcer index
37.85%
RMS drawdown
pain index
33.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
42.86%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
16.0 bps
implied (price-only)
bars used
805
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/bundle · venue execution: polymarket →