TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Fed increase 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” (17 markets)
Top terms: fedeconomicsratehappencutsinterest
- Fed rate hike in 2026?39.0¢ YES · $58.6k 24h
- Will 1 Fed rate cut happen in 2026?16.0¢ YES · $43.8k 24h
- Will 10 Fed rate cuts happen in 2026?0.3¢ YES · $27.5k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $35.9k 24h
- Will 2 Fed rate cuts happen in 2026?2.5¢ YES · $26.1k 24h
- Will 3 Fed rate cuts happen in 2026?1.7¢ YES · $65.0k 24h
- Will 8 Fed rate cuts happen in 2026?0.4¢ YES · $32.8k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $33.6k 24h
- Will no Fed rate cuts happen in 2026?77.9¢ YES · $60.3k 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $906.3k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $78.8k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $1.87M 24h
- ★ Will the Fed increase interest rates by 25 bps after the July 2026 meeting?3.3¢ YES · $38.9k 24h
- Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.1¢ YES · $1.55M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $225.1k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?92.5¢ YES · $108.2k 24h
- Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.49M 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 |
|---|---|---|---|
| -2.172 | 169 | no rejection · independent | |
| -2.069 | 169 | no rejection · independent | |
| -1.863 | 169 | no rejection · independent | |
| -0.799 | 169 | no rejection · independent | |
| -0.392 | 169 | no rejection · independent | |
| -0.392 | 169 | no rejection · independent | |
| -0.392 | 169 | no rejection · independent | |
| -0.392 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-fed-increase-interest-rates-by-25-bps-after-the-july-2026-meeting · fresh · feed 0s old24h sparkline · 60 pts▲ 0.00%
realized vol (ann.)
21.08%
max drawdown
22.62%
sharpe
—
ulcer index
9.92%
RMS drawdown
pain index
8.26%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
21.93%
cond. drawdown
gain/pain
0.32
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.32
upside/downside
roll spread
2.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-fed-increase-interest-rates-by-25-bps-after-the-july-2026-meeting/bundle · venue execution: polymarket →