TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Fed increase interest rates by 25 bps after the July 2026 meeting?
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 · rate” (15 markets)
Top terms: fedeconomicsrateinterestrateshappen
- Fed rate hike in 2026?38.5¢ YES · $58.7k 24h
- Will 1 Fed rate cut happen in 2026?15.5¢ YES · $29.3k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $30.1k 24h
- Will 3 Fed rate cuts happen in 2026?1.8¢ YES · $52.0k 24h
- Will 8 Fed rate cuts happen in 2026?0.4¢ YES · $27.7k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $27.5k 24h
- Will no Fed rate cuts happen in 2026?78.5¢ YES · $54.1k 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $978.1k 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $79.5k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $1.78M 24h
- ★ Will the Fed increase interest rates by 25 bps after the July 2026 meeting?3.4¢ YES · $34.0k 24h
- Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $1.49M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $185.0k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?92.5¢ YES · $108.0k 24h
- Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.52M 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 |
|---|---|---|---|
| -2.119 | 169 | no rejection · independent | |
| -2.024 | 169 | no rejection · independent | |
| -1.833 | 169 | no rejection · independent | |
| -1.705 | 169 | no rejection · independent | |
| -0.714 | 169 | no rejection · independent | |
| -0.533 | 169 | no rejection · independent | |
| -0.533 | 169 | no rejection · independent | |
| -0.533 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-fed-increase-interest-rates-by-25-bps-after-the-july-2026-meeting · fresh · feed 0s old24h sparkline · 60 pts▲ 3.08%
realized vol (ann.)
19.46%
max drawdown
20.24%
sharpe
—
ulcer index
6.45%
RMS drawdown
pain index
5.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.02%
cond. drawdown
gain/pain
0.19
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.19
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
3.08%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +3.08%
Same bundle via M2M API:
/api/m2m/pm-will-the-fed-increase-interest-rates-by-25-bps-after-the-july-2026-meeting/bundle · venue execution: polymarket →