TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Puffpaw FDV above $50M 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?99.8¢ YES · $66.2k 24h
- o1 FDV above $200M one day after launch?99.7¢ YES · $50.5k 24h
- o1 FDV above $300M one day after launch?99.3¢ YES · $24.1k 24h
- ★ Puffpaw FDV above $50M one day after launch?58.5¢ YES · $30.9k 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 |
|---|---|---|---|
| -5.282 | 169 | ▲ cointegrated · pair candidate | |
| -4.767 | 169 | ▲ cointegrated · pair candidate | |
| -4.664 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · puffpaw-fdv-above-50m-one-day-after-launch · fresh · feed 15s old24h sparkline · 60 pts▼ —
realized vol (ann.)
874.79%
max drawdown
27.52%
sharpe
—
ulcer index
21.39%
RMS drawdown
pain index
21.02%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.62%
cond. drawdown
gain/pain
0.61
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.61
upside/downside
roll spread
5.3 bps
implied (price-only)
bars used
1028
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-puffpaw-fdv-above-50m-one-day-after-launch/bundle · venue execution: polymarket →