TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will there be no change in Fed interest rates 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?37.5¢ YES · $62.7k 24h
- Will 1 Fed rate cut happen in 2026?17.5¢ YES · $58.8k 24h
- Will 10 Fed rate cuts happen in 2026?0.3¢ YES · $29.4k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $35.5k 24h
- Will 2 Fed rate cuts happen in 2026?2.6¢ YES · $28.5k 24h
- Will 3 Fed rate cuts happen in 2026?1.7¢ YES · $74.0k 24h
- Will 8 Fed rate cuts happen in 2026?0.4¢ YES · $34.3k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $34.1k 24h
- Will no Fed rate cuts happen in 2026?77.0¢ YES · $61.7k 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $890.2k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $79.2k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $1.43M 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?3.4¢ YES · $40.1k 24h
- Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.1¢ YES · $1.32M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $123.4k 24h
- ★ Will there be no change in Fed interest rates after the July 2026 meeting?92.5¢ YES · $98.2k 24h
- Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.40M 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 |
|---|---|---|---|
| -3.763 | 169 | ▲ cointegrated · pair candidate | |
| -3.466 | 169 | ▲ cointegrated · pair candidate | |
| -3.441 | 169 | ▲ cointegrated · pair candidate | |
| -3.364 | 169 | ▲ cointegrated · pair candidate | |
| -3.364 | 169 | ▲ cointegrated · pair candidate | |
| -3.364 | 169 | ▲ cointegrated · pair candidate | |
| -3.364 | 169 | ▲ cointegrated · pair candidate | |
| -3.344 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-there-be-no-change-in-fed-interest-rates-after-the-july-2026-meeting · fresh · feed 0s oldrealized 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-there-be-no-change-in-fed-interest-rates-after-the-july-2026-meeting/bundle · venue execution: polymarket →