TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the highest temperature in Atlanta be between 88-89°F on June 14?

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 · “highest · temperature · weather” (6 markets)

Top terms: highesttemperatureweatherclimate14june

★ Will the highest temperature in Atlanta be between 88-89°F on June 14?0.1¢ YES · $33.8k 24h
Will the highest temperature in Denver be between 66-67°F on June 14?0.1¢ YES · $24.2k 24h
Will the highest temperature in Los Angeles be 61°F or below on June 14?0.1¢ YES · $47.2k 24h
Will the highest temperature in Mexico City be 24°C on June 14?0.1¢ YES · $28.6k 24h
Will the highest temperature in Miami be between 90-91°F on June 14?0.1¢ YES · $31.0k 24h
Will the highest temperature in Tokyo be 20°C on June 15?0.1¢ YES · $28.6k 24h

§2 · Engle-Granger cointegration screen (5 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 the highest temperature in Miami be between 90-91°F on June 14?	-3.247	51	no rejection · independent
Will the highest temperature in Tokyo be 20°C on June 15?	-2.986	48	no rejection · independent
Will the highest temperature in Mexico City be 24°C on June 14?	-2.890	51	no rejection · independent
Will the highest temperature in Denver be between 66-67°F on June 14?	-2.850	51	no rejection · independent
Will the highest temperature in Los Angeles be 61°F or below on June 14?	-2.819	51	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-atlanta-on-june-14-2026-88-89f · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

13.43%

max drawdown

90.00%

sharpe

—

ulcer index

86.04%

RMS drawdown

pain index

83.38%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

90.00%

cond. drawdown

gain/pain

0.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.00

upside/downside

roll spread

109.1 bps

implied (price-only)

bars used

995

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-atlanta-on-june-14-2026-88-89f/bundle · venue execution: polymarket →