TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will 4 Fed rate cuts happen in 2026?

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 · interest” (8 markets)

Top terms: fedeconomicsinterestratesratebps

Fed rate hike in 2026?65.5¢ YES · $64.6k 24h
Will 2 Fed rate cuts happen in 2026?3.6¢ YES · $24.7k 24h
★ Will 4 Fed rate cuts happen in 2026?0.6¢ YES · $21.3k 24h
Will the Fed decrease interest rates by 25 bps after the July 2026 meeting?1.5¢ YES · $118.6k 24h
Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.5¢ YES · $106.7k 24h
Will the Fed increase interest rates by 25 bps after the July 2026 meeting?24.9¢ YES · $74.9k 24h
Will the Fed increase interest rates by 50+ bps after the July 2026 meeting?0.5¢ YES · $109.7k 24h
Will there be no change in Fed interest rates after the July 2026 meeting?74.5¢ YES · $130.3k 24h

§2 · Engle-Granger cointegration screen (7 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 2 Fed rate cuts happen in 2026?	-3.674	168	▲ cointegrated · pair candidate
Will there be no change in Fed interest rates after the July 2026 meeting?	-3.662	168	▲ cointegrated · pair candidate
Will the Fed increase interest rates by 25 bps after the July 2026 meeting?	-3.644	168	▲ cointegrated · pair candidate
Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?	-3.599	168	▲ cointegrated · pair candidate
Will the Fed decrease interest rates by 25 bps after the July 2026 meeting?	-3.578	168	▲ cointegrated · pair candidate
Fed rate hike in 2026?	-3.506	168	▲ cointegrated · pair candidate
Will the Fed increase interest rates by 50+ bps after the July 2026 meeting?	-3.310	168	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-4-fed-rate-cuts-happen-in-2026 · fresh · feed 1s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

2.07%

max drawdown

7.69%

sharpe

—

ulcer index

3.22%

RMS drawdown

pain index

1.35%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

7.69%

cond. drawdown

gain/pain

0.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.00

upside/downside

roll spread

1.5 bps

implied (price-only)

bars used

1022

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-4-fed-rate-cuts-happen-in-2026/bundle · venue execution: polymarket →