TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Fed Pause–Pause–Cut in the next three decisions (Mar–Apr–Jun)?
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 · “pause · three · decisions” (3 markets)
Top terms: pausethreedecisionsmaraprjun
- Will the Fed decide differently in the next three decisions (Mar–Apr–Jun)?0.2¢ YES · $37.6k 24h
- ★ Will the Fed Pause–Pause–Cut in the next three decisions (Mar–Apr–Jun)?0.3¢ YES · $127.1k 24h
- Will the Fed Pause–Pause–Pause in the next three decisions (Mar–Apr–Jun)?99.7¢ YES · $119.0k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -4.023 | 169 | ▲ cointegrated · pair candidate | |
| -2.699 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-fed-pausepausecut-in-the-next-three-decisions-maraprjun · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
7.43%
max drawdown
33.33%
sharpe
—
ulcer index
15.94%
RMS drawdown
pain index
12.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
29.02%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
1987
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-fed-pausepausecut-in-the-next-three-decisions-maraprjun/bundle · venue execution: polymarket →