TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Revolut have the highest IPO Market Cap 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 · “market · cap · $150k” (7 markets)
Top terms: marketcap$150ktechbusinesshit
- Will Amazon be the largest company in the world by market cap on December 31?1.0¢ YES · $27.2k 24h
- Will Bitcoin hit $150k by December 31, 2026?4.5¢ YES · $17.1k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $68.2k 24h
- Will NVIDIA be the largest company in the world by market cap on June 30?97.7¢ YES · $25.0k 24h
- ★ Will Revolut have the highest IPO Market Cap 2026?0.1¢ YES · $53.1k 24h
- Will SpaceX's market cap be between $2.0T and $2.5T at market close on last trading day of IPO month?50.5¢ YES · $27.0k 24h
- Will SpaceX's market cap be between $2.5T and $3.0T at market close on last trading day of IPO month?25.5¢ YES · $18.3k 24h
§2 · Engle-Granger cointegration screen (6 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 |
|---|---|---|---|
| -2.112 | 168 | no rejection · independent | |
| -2.110 | 168 | no rejection · independent | |
| -1.832 | 168 | no rejection · independent | |
| -1.574 | 168 | no rejection · independent | |
| -0.646 | 168 | no rejection · independent | |
| -0.644 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-revolut-have-the-highest-ipo-market-cap-2026-963 · fresh · feed 11s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2.99%
max drawdown
50.00%
sharpe
—
ulcer index
37.36%
RMS drawdown
pain index
27.91%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
50.00%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
980
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-revolut-have-the-highest-ipo-market-cap-2026-963/bundle · venue execution: polymarket →