TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will OpenAI 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 Anthropic have the best AI model at the end of June 2026?-5.473169▲ cointegrated · pair candidate
Will Amazon have the best AI model at the end of June 2026?-4.436169▲ cointegrated · pair candidate
Will Google have the best AI model at the end of June 2026?-4.151169▲ cointegrated · pair candidate
Will Meta have the best AI model at the end of June 2026?-3.838169▲ cointegrated · pair candidate
Will Microsoft have the best AI model at the end of June 2026?-3.792169▲ cointegrated · pair candidate
Will ByteDance have the best AI model at the end of June 2026?-3.792169▲ cointegrated · pair candidate
Will DeepSeek have the best AI model at the end of June 2026?-3.792169▲ cointegrated · pair candidate
Will Alibaba have the best AI model at the end of June 2026?-3.781169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-openai-have-the-best-ai-model-at-the-end-of-june-2026 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-openai-have-the-best-ai-model-at-the-end-of-june-2026/bundle · venue execution: polymarket