TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will there be no change in Fed interest rates 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
- Fed rate hike in 2026?38.5¢ YES · $58.7k 24h
- Will 1 Fed rate cut happen in 2026?15.5¢ YES · $29.3k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $30.1k 24h
- Will 3 Fed rate cuts happen in 2026?1.8¢ YES · $52.0k 24h
- Will 8 Fed rate cuts happen in 2026?0.4¢ YES · $27.7k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $27.5k 24h
- Will no Fed rate cuts happen in 2026?78.5¢ YES · $54.1k 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $978.1k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $79.5k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.3¢ YES · $1.78M 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?3.4¢ YES · $34.0k 24h
- Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.1¢ YES · $1.49M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $185.0k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?92.5¢ YES · $108.0k 24h
- ★ Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.52M 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 |
|---|---|---|---|
| -3.226 | 169 | no rejection · independent | |
| -3.159 | 169 | no rejection · independent | |
| -3.093 | 169 | no rejection · independent | |
| -2.793 | 169 | no rejection · independent | |
| -2.459 | 169 | no rejection · independent | |
| -1.213 | 169 | no rejection · independent | |
| -1.213 | 169 | no rejection · independent | |
| -1.213 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-there-be-no-change-in-fed-interest-rates-after-the-june-2026-meeting · fresh · feed 0s old24h sparkline · 60 pts▲ 0.10%
realized vol (ann.)
2.96%
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)
—
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.10%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-there-be-no-change-in-fed-interest-rates-after-the-june-2026-meeting/bundle · venue execution: polymarket →