TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Fed increase interest rates by 25 bps after the June 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” (14 markets)
Top terms: fedeconomicsrateinterestratesmeeting
- Fed rate hike in 2026?42.5¢ YES · $45.0k 24h
- Will 1 Fed rate cut happen in 2026?15.5¢ YES · $29.1k 24h
- Will 11 Fed rate cuts happen in 2026?0.3¢ YES · $30.0k 24h
- Will 3 Fed rate cuts happen in 2026?1.8¢ YES · $31.0k 24h
- Will 9 Fed rate cuts happen in 2026?0.3¢ YES · $27.2k 24h
- Will no Fed rate cuts happen in 2026?78.8¢ YES · $49.1k 24h
- Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?0.3¢ YES · $1.13M 24h
- Will the Fed decrease interest rates by 50+ bps after the July 2026 meeting?0.8¢ YES · $44.4k 24h
- Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $1.35M 24h
- Will the Fed increase interest rates by 25 bps after the July 2026 meeting?4.0¢ YES · $40.1k 24h
- ★ Will the Fed increase interest rates by 25 bps after the June 2026 meeting?0.1¢ YES · $1.20M 24h
- Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?0.1¢ YES · $187.5k 24h
- Will there be no change in Fed interest rates after the July 2026 meeting?92.5¢ YES · $126.7k 24h
- Will there be no change in Fed interest rates after the June 2026 meeting?99.6¢ YES · $1.46M 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 |
|---|---|---|---|
| -2.126 | 169 | no rejection · independent | |
| -1.946 | 169 | no rejection · independent | |
| -1.927 | 169 | no rejection · independent | |
| -1.897 | 169 | no rejection · independent | |
| -1.846 | 169 | no rejection · independent | |
| -1.846 | 169 | no rejection · independent | |
| -1.842 | 169 | no rejection · independent | |
| -1.829 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-fed-increase-interest-rates-by-25-bps-after-the-june-2026-meeting · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2.96%
max drawdown
40.00%
sharpe
—
ulcer index
37.61%
RMS drawdown
pain index
35.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
40.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
6.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-fed-increase-interest-rates-by-25-bps-after-the-june-2026-meeting/bundle · venue execution: polymarket →