TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Google have the best AI model at the end of June 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 · “ai · tech · business” (9 markets)

Top terms: aitechbusinessbestmodelend

§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.

Peert-statnVerdict
Will Z.ai have the best AI model at the end of July 2026?-5.103168▲ cointegrated · pair candidate
Will Anthropic have the best AI model at the end of June 2026?-3.736168▲ cointegrated · pair candidate
Will OpenAI have the best AI model at the end of June 2026?-3.286168no rejection · independent
Will xAI have the best AI model at the end of June 2026?-2.221168no rejection · independent
Will GPT-5.6 not be released by June 28, 2026?-1.986168no rejection · independent
Will Meta have the best AI model at the end of June 2026?-1.821168no rejection · independent
Will Z.ai have the best AI model at the end of June 2026?-1.629168no rejection · independent
Will Mistral have the best AI model at the end of July 2026?-1.555168no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-google-have-the-best-ai-model-at-the-end-of-june-2026 · fresh · feed 8s old
24h sparkline · 60 pts
realized vol (ann.)
9.77%
max drawdown
3.95%
sharpe
ulcer index
1.77%
RMS drawdown
pain index
1.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.95%
cond. drawdown
gain/pain
0.75
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.75
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
506
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-google-have-the-best-ai-model-at-the-end-of-june-2026/bundle · venue execution: polymarket