TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the Fed decrease interest rates by 50+ bps after the June 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” (15 markets)

Top terms: fedeconomicsrateinterestrateshappen

§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 the Fed decrease interest rates by 25 bps after the June 2026 meeting?-6.604169▲ cointegrated · pair candidate
Fed rate hike in 2026?-6.263169▲ cointegrated · pair candidate
Will no Fed rate cuts happen in 2026?-6.250169▲ cointegrated · pair candidate
Will 11 Fed rate cuts happen in 2026?-6.246169▲ cointegrated · pair candidate
Will 8 Fed rate cuts happen in 2026?-6.246169▲ cointegrated · pair candidate
Will 9 Fed rate cuts happen in 2026?-6.246169▲ cointegrated · pair candidate
Will 3 Fed rate cuts happen in 2026?-6.226169▲ cointegrated · pair candidate
Will 1 Fed rate cut happen in 2026?-6.211169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-the-fed-decrease-interest-rates-by-50-bps-after-the-june-2026-meeting · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-fed-decrease-interest-rates-by-50-bps-after-the-june-2026-meeting/bundle · venue execution: polymarket