TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Crude Oil (CL) hit (HIGH) $95 by end of June?

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 · “crude · oil · hit” (6 markets)

Top terms: crudeoilhitclendjune

§2 · Engle-Granger cointegration screen (5 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 Crude Oil (CL) hit (HIGH) $100 by end of June?-6.578168▲ cointegrated · pair candidate
Will WTI Crude Oil (WTI) hit (HIGH) $100 in June?-6.061168▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $200 by end of June?-4.226168▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $150 by end of June?-3.362168▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (LOW) $70 by end of June?-2.396168no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-crude-oil-cl-hit-high-95-by-end-of-june · fresh · feed 8s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
37.48%
max drawdown
6.25%
sharpe
—
ulcer index
2.43%
RMS drawdown
pain index
1.70%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.49%
cond. drawdown
gain/pain
4.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
4.00
upside/downside
roll spread
6.6 bps
implied (price-only)
bars used
845
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-crude-oil-cl-hit-high-95-by-end-of-june/bundle · venue execution: polymarket →