TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Claude Fable 5 be restored for US customers by June 15?

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 · will-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

123.87%

max drawdown

25.81%

sharpe

—

ulcer index

12.80%

RMS drawdown

pain index

11.20%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

23.07%

cond. drawdown

gain/pain

0.87

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.87

upside/downside

roll spread

0.7 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-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177/bundle · venue execution: polymarket →