TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will WTI Crude Oil (WTI) hit (LOW) $75 in June?

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 · “crude · oil · hit” (13 markets)

Top terms: crudeoilhitclendwti

Will Crude Oil (CL) hit (HIGH) $105 by end of June?5.5¢ YES · $31.8k 24h
Will Crude Oil (CL) hit (HIGH) $110 by end of June?3.0¢ YES · $24.4k 24h
Will Crude Oil (CL) hit (HIGH) $115 by end of June?1.9¢ YES · $29.9k 24h
Will Crude Oil (CL) hit (HIGH) $120 by end of June?1.5¢ YES · $80.6k 24h
Will Crude Oil (CL) hit (HIGH) $130 by end of June?1.6¢ YES · $52.3k 24h
Will Crude Oil (CL) hit (HIGH) $150 by end of June?1.4¢ YES · $29.0k 24h
Will Crude Oil (CL) hit (HIGH) $175 by end of June?0.9¢ YES · $61.8k 24h
Will Crude Oil (CL) hit (HIGH) $200 by end of June?0.5¢ YES · $45.1k 24h
Will Crude Oil (CL) hit (LOW) $70 by end of June?16.5¢ YES · $69.6k 24h
Will Crude Oil (CL) hit (LOW) $80 by end of June?86.5¢ YES · $35.6k 24h
★ Will WTI Crude Oil (WTI) hit (LOW) $75 in June?48.5¢ YES · $38.9k 24h
Will WTI Crude Oil (WTI) hit (LOW) $80 in June?92.9¢ YES · $53.0k 24h
Will WTI Crude Oil (WTI) hit (HIGH) $100 in June?8.5¢ YES · $29.1k 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
Will Crude Oil (CL) hit (HIGH) $105 by end of June?	-5.182	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $120 by end of June?	-4.897	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $150 by end of June?	-4.654	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $115 by end of June?	-4.606	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $110 by end of June?	-4.572	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $130 by end of June?	-4.515	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $175 by end of June?	-3.474	169	▲ cointegrated · pair candidate
Will Crude Oil (CL) hit (HIGH) $200 by end of June?	-3.274	169	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-wti-crude-oil-wti-hit-low-75-in-june-987-422-484 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

1435.74%

max drawdown

32.61%

sharpe

—

ulcer index

18.22%

RMS drawdown

pain index

11.36%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

32.61%

cond. drawdown

gain/pain

1.57

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.57

upside/downside

roll spread

8.2 bps

implied (price-only)

bars used

779

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-wti-crude-oil-wti-hit-low-75-in-june-987-422-484/bundle · venue execution: polymarket →