TF-IDF basket · Engle-Granger pairs · Polymarket

Related to SPY (SPY) Up or Down on June 18?

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.

No topic cluster found for this market. It either sits alone in its semantic neighborhood or shares fewer keywords with peers than the threshold (τ = 0.22 cosine similarity over TF-IDF).

▸ Advanced metrics · M2M bundle

polymarket · spy-up-or-down-on-june-18-2026 · fresh · feed 17s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

539.55%

max drawdown

17.39%

sharpe

—

ulcer index

10.29%

RMS drawdown

pain index

8.73%

mean drawdown

mod. VaR 95%

0.13%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

17.39%

cond. drawdown

gain/pain

0.86

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.86

upside/downside

roll spread

1.2 bps

implied (price-only)

bars used

1118

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-spy-up-or-down-on-june-18-2026/bundle · venue execution: polymarket →