TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will 4 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” (19 markets)
Top terms: fedeconomicsratecutshappen2026
- Fed rate hike in 2026?55.0¢ YES · $215.5k 24h
- Will 1 Fed rate cut happen in 2026?14.5¢ YES · $72.7k 24h
- Will 10 Fed rate cuts happen in 2026?0.3¢ YES · $46.6k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $50.3k 24h
- Will 12 or more Fed rate cuts happen in 2026?0.4¢ YES · $31.0k 24h
- Will 2 Fed rate cuts happen in 2026?3.1¢ YES · $84.9k 24h
- Will 3 Fed rate cuts happen in 2026?1.1¢ YES · $219.9k 24h
- ★ Will 4 Fed rate cuts happen in 2026?0.4¢ YES · $25.6k 24h
- Will 6 Fed rate cuts happen in 2026?0.4¢ YES · $27.9k 24h
- Will 8 Fed rate cuts happen in 2026?0.3¢ YES · $31.9k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $44.5k 24h
- Will no Fed rate cuts happen in 2026?79.7¢ YES · $117.8k 24h
- Will the Fed decrease interest rates by 25 bps after the July 2026 meeting?1.5¢ YES · $271.3k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.7¢ YES · $282.6k 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?20.4¢ YES · $467.2k 24h
- Will the Fed increase interest rates by 25 bps after the September 2026 meeting?39.5¢ YES · $41.2k 24h
- Will the Fed increase interest rates by 50+ bps after the July 2026 meeting?0.4¢ YES · $227.3k 24h
- Will the Fed increase interest rates by 50+ bps after the September 2026 meeting?2.1¢ YES · $29.8k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?77.5¢ YES · $688.8k 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 |
|---|---|---|---|
| -3.948 | 169 | ▲ cointegrated · pair candidate | |
| -3.005 | 169 | no rejection · independent | |
| -2.972 | 169 | no rejection · independent | |
| -2.970 | 169 | no rejection · independent | |
| -2.970 | 169 | no rejection · independent | |
| -2.970 | 169 | no rejection · independent | |
| -2.946 | 169 | no rejection · independent | |
| -2.904 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-4-fed-rate-cuts-happen-in-2026 · fresh · feed 8s old24h sparkline · 60 pts▼ —
realized vol (ann.)
3.31%
max drawdown
30.00%
sharpe
—
ulcer index
17.01%
RMS drawdown
pain index
14.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.39%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-4-fed-rate-cuts-happen-in-2026/bundle · venue execution: polymarket →