TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Claude Fable 5 be restored for US customers by July 1?
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 · “claude · fable · restored” (3 markets)
Top terms: claudefablerestoredcustomersus22
- ★ Will Claude Fable 5 be restored for US customers by July 1?39.5¢ YES · $84.9k 24h
- Will Claude Fable 5 be restored for US customers by June 22?13.5¢ YES · $40.2k 24h
- Will Claude Fable 5 be restored for US customers by June 26?19.5¢ YES · $31.6k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -3.667 | 113 | ▲ cointegrated · pair candidate | |
| -2.686 | 65 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-claude-fable-5-be-restored-for-us-customers-by-july-1-20260613193829179-129-881-748-432-345 · fresh · feed 6s old24h sparkline · 60 pts▼ -36.29%
realized vol (ann.)
173.21%
max drawdown
22.58%
sharpe
—
ulcer index
15.91%
RMS drawdown
pain index
14.60%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
22.58%
cond. drawdown
gain/pain
0.58
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.58
upside/downside
roll spread
1.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-36.29%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -36.29%
Same bundle via M2M API:
/api/m2m/pm-will-claude-fable-5-be-restored-for-us-customers-by-july-1-20260613193829179-129-881-748-432-345/bundle · venue execution: polymarket →