TF-IDF basket · Engle-Granger pairs · Polymarket
Related to WTI Crude Oil (WTI) Up or Down on June 18?
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” (17 markets)
Top terms: crudeoilhitwticlend
- Will Crude Oil (CL) hit (HIGH) $105 by end of June?1.3¢ YES · $42.9k 24h
- Will Crude Oil (CL) hit (HIGH) $120 by end of June?0.6¢ YES · $29.4k 24h
- Will Crude Oil (CL) hit (HIGH) $140 by end of June?0.5¢ YES · $25.4k 24h
- Will Crude Oil (CL) hit (HIGH) $150 by end of June?0.4¢ YES · $43.1k 24h
- Will Crude Oil (CL) hit (HIGH) $175 by end of June?0.4¢ YES · $22.3k 24h
- Will Crude Oil (CL) hit (HIGH) $200 by end of June?0.4¢ YES · $48.5k 24h
- Will Crude Oil (CL) hit (HIGH) $95 by end of June?4.0¢ YES · $31.4k 24h
- Will Crude Oil (CL) hit (LOW) $60 by end of June?2.5¢ YES · $39.7k 24h
- Will Crude Oil (CL) hit (LOW) $70 by end of June?48.6¢ YES · $128.8k 24h
- Will Crude Oil (CL) hit (LOW) $75 by end of June?95.5¢ YES · $47.7k 24h
- Will Silver (SI) hit (HIGH) $230 by end of June?0.4¢ YES · $151.6k 24h
- Will WTI Crude Oil (WTI) hit (LOW) $65 in June?19.7¢ YES · $37.4k 24h
- Will WTI Crude Oil (WTI) hit (LOW) $60 in June?5.4¢ YES · $26.9k 24h
- Will WTI Crude Oil (WTI) hit (LOW) $70 in June?55.5¢ YES · $39.3k 24h
- Will WTI Crude Oil (WTI) hit (HIGH) $100 in June?3.9¢ YES · $48.6k 24h
- Will WTI Crude Oil (WTI) hit (HIGH) $110 in June?1.9¢ YES · $30.0k 24h
- ★ WTI Crude Oil (WTI) Up or Down on June 18?31.5¢ YES · $59.8k 24h
§2 · Engle-Granger cointegration screen (0 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.
Not enough history to test pairs (minimum 24 aligned points required).
▸ Advanced metrics · M2M bundle
polymarket · wti-up-or-down-on-june-18-2026 · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
737.84%
max drawdown
35.53%
sharpe
—
ulcer index
17.77%
RMS drawdown
pain index
14.48%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
33.73%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
3.5 bps
implied (price-only)
bars used
1337
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-wti-up-or-down-on-june-18-2026/bundle · venue execution: polymarket →