TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will 11 Fed rate cuts happen in 2026?

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 · “fed · economics · rate” (16 markets)

Top terms: fedeconomicsratehappencutsinterest

§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.

Peert-statnVerdict
Will no Fed rate cuts happen in 2026?-2.429169no rejection · independent
Will 1 Fed rate cut happen in 2026?-1.567169no rejection · independent
Fed rate hike in 2026?-0.793169no rejection · independent
Will 10 Fed rate cuts happen in 2026?NaN169no rejection · independent
Will 3 Fed rate cuts happen in 2026?-0.114169no rejection · independent
Will 8 Fed rate cuts happen in 2026?NaN169no rejection · independent
Will 9 Fed rate cuts happen in 2026?NaN169no rejection · independent
Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?-2.108169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-11-fed-rate-cuts-happen-in-2026 · fresh · feed 0s old
24h sparkline · 60 pts 0.00%
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
0.00%
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-11-fed-rate-cuts-happen-in-2026/bundle · venue execution: polymarket