TF-IDF basket · Engle-Granger pairs · Polymarket
Related to o1 FDV above $300M one day after launch?
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 · “fdv · one · launch” (4 markets)
Top terms: fdvonelaunchdayo1above
- o1 FDV above $100M one day after launch?100.0¢ YES · $61.1k 24h
- o1 FDV above $200M one day after launch?99.5¢ YES · $52.5k 24h
- ★ o1 FDV above $300M one day after launch?99.4¢ YES · $24.5k 24h
- Puffpaw FDV above $50M one day after launch?59.0¢ YES · $29.5k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -4.225 | 169 | ▲ cointegrated · pair candidate | |
| -3.170 | 169 | no rejection · independent | |
| -0.169 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · o1-fdv-above-300m-one-day-after-launch-692 · fresh · feed 10s old24h sparkline · 60 pts▼ —
realized vol (ann.)
127.57%
max drawdown
1.64%
sharpe
—
ulcer index
0.59%
RMS drawdown
pain index
0.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.64%
cond. drawdown
gain/pain
2.31
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.31
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
1554
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-o1-fdv-above-300m-one-day-after-launch-692/bundle · venue execution: polymarket →