TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Meta 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” (14 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 ByteDance have the best AI model at the end of June 2026?-5.265169▲ cointegrated · pair candidate
Will DeepSeek have the best AI model at the end of June 2026?-5.265169▲ cointegrated · pair candidate
Will Amazon have the best AI model at the end of June 2026?-5.195169▲ cointegrated · pair candidate
Will Alibaba have the best AI model at the end of June 2026?-5.192169▲ cointegrated · pair candidate
Will Microsoft have the best AI model at the end of June 2026?-5.188169▲ cointegrated · pair candidate
Will Mistral have the best AI model at the end of June 2026?-5.188169▲ cointegrated · pair candidate
Will Anthropic have the best AI model at the end of June 2026?-5.153169▲ cointegrated · pair candidate
Will Google have the best AI model at the end of June 2026?-5.146169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-meta-have-the-best-ai-model-at-the-end-of-june-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
3.27%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
10.4 bps
implied (price-only)
bars used
410
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-meta-have-the-best-ai-model-at-the-end-of-june-2026/bundle · venue execution: polymarket