TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Claude Fable 5 be restored for US customers by June 22?
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” (2 markets)
Top terms: claudefablerestoredcustomersus22
- Will Claude Fable 5 be restored for US customers by July 1?63.5¢ YES · $61.2k 24h
- ★ Will Claude Fable 5 be restored for US customers by June 22?32.5¢ YES · $44.8k 24h
§2 · Engle-Granger cointegration screen (1 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 |
|---|---|---|---|
| -3.489 | 115 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-claude-fable-5-be-restored-for-us-customers-by-june-22-20260613193829178-738-167-332-255 · fresh · feed 10s old24h sparkline · 60 pts▲ 44.44%
realized vol (ann.)
231.88%
max drawdown
17.24%
sharpe
—
ulcer index
10.02%
RMS drawdown
pain index
8.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.18%
cond. drawdown
gain/pain
8.20
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
8.20
upside/downside
roll spread
13.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
44.44%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +44.44%
Same bundle via M2M API:
/api/m2m/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-22-20260613193829178-738-167-332-255/bundle · venue execution: polymarket →