TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Fed decrease interest rates by 25 bps after the July 2026 meeting?
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 · “fed · economics · rate” (19 markets)
Top terms: fedeconomicsratecutshappen2026
- Fed rate hike in 2026?54.0¢ YES · $218.0k 24h
- Will 1 Fed rate cut happen in 2026?14.5¢ YES · $70.5k 24h
- Will 10 Fed rate cuts happen in 2026?0.3¢ YES · $46.6k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $42.8k 24h
- Will 12 or more Fed rate cuts happen in 2026?0.4¢ YES · $30.1k 24h
- Will 2 Fed rate cuts happen in 2026?3.9¢ YES · $85.4k 24h
- Will 3 Fed rate cuts happen in 2026?1.3¢ YES · $164.0k 24h
- Will 4 Fed rate cuts happen in 2026?0.4¢ YES · $36.0k 24h
- Will 5 Fed rate cuts happen in 2026?0.4¢ YES · $21.5k 24h
- Will 6 Fed rate cuts happen in 2026?0.4¢ YES · $26.8k 24h
- Will 8 Fed rate cuts happen in 2026?0.3¢ YES · $29.3k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $39.4k 24h
- Will no Fed rate cuts happen in 2026?79.7¢ YES · $120.6k 24h
- ★ Will the Fed decrease interest rates by 25 bps after the July 2026 meeting?1.5¢ YES · $279.0k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.7¢ YES · $231.1k 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?15.8¢ YES · $414.2k 24h
- Will the Fed increase interest rates by 25 bps after the September 2026 meeting?37.5¢ YES · $26.7k 24h
- Will the Fed increase interest rates by 50+ bps after the July 2026 meeting?0.4¢ YES · $218.0k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?81.5¢ YES · $538.4k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -4.393 | 169 | ▲ cointegrated · pair candidate | |
| -4.159 | 168 | ▲ cointegrated · pair candidate | |
| -3.921 | 169 | ▲ cointegrated · pair candidate | |
| -3.050 | 169 | no rejection · independent | |
| -3.043 | 169 | no rejection · independent | |
| -3.037 | 169 | no rejection · independent | |
| -3.037 | 169 | no rejection · independent | |
| -3.032 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-fed-decrease-interest-rates-by-25-bps-after-the-july-2026-meeting · fresh · feed 7s old24h sparkline · 60 pts▼ -60.27%
realized vol (ann.)
20.29%
max drawdown
37.84%
sharpe
—
ulcer index
24.84%
RMS drawdown
pain index
22.19%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
37.84%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
2.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-60.27%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -60.27%
Same bundle via M2M API:
/api/m2m/pm-will-the-fed-decrease-interest-rates-by-25-bps-after-the-july-2026-meeting/bundle · venue execution: polymarket →