TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Andrew Novak win the 2026 U.S. Open?
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 · “open · us · pga” (16 markets)
Top terms: openuspgatourwinnerwin
- Will Aaron Rai win the 2026 U.S. Open?0.8¢ YES · $60.9k 24h
- ★ Will Andrew Novak win the 2026 U.S. Open?9.3¢ YES · $262.4k 24h
- Will Brooks Koepka win the 2026 U.S. Open?5.7¢ YES · $71.0k 24h
- Will Cameron Smith win the 2026 U.S. Open?1.2¢ YES · $30.6k 24h
- Will Cameron Young win the 2026 U.S. Open?4.8¢ YES · $29.5k 24h
- Will Chris Gotterup win the 2026 U.S. Open?6.2¢ YES · $28.6k 24h
- Will Jason Day win the 2026 U.S. Open?10.3¢ YES · $25.1k 24h
- Will Justin Rose win the 2026 U.S. Open?5.0¢ YES · $27.3k 24h
- Will Matt Fitzpatrick win the 2026 U.S. Open?5.9¢ YES · $24.9k 24h
- Will Patrick Reed win the 2026 U.S. Open?2.6¢ YES · $22.2k 24h
- Will Rory McIlroy win the 2026 U.S. Open?7.0¢ YES · $63.5k 24h
- Will Scottie Scheffler win the 2026 U.S. Open?14.5¢ YES · $81.0k 24h
- Will Shane Lowry win the 2026 U.S. Open?1.7¢ YES · $21.2k 24h
- Will Tom Kim win the 2026 U.S. Open?0.3¢ YES · $338.6k 24h
- Will Tommy Fleetwood win the 2026 U.S. Open?5.9¢ YES · $21.0k 24h
- Will Tyrrell Hatton win the 2026 U.S. Open?2.4¢ YES · $31.7k 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 |
|---|---|---|---|
| -43.378 | 68 | ▲ cointegrated · pair candidate | |
| -9.358 | 68 | ▲ cointegrated · pair candidate | |
| -8.728 | 68 | ▲ cointegrated · pair candidate | |
| -8.023 | 68 | ▲ cointegrated · pair candidate | |
| -2.761 | 68 | no rejection · independent | |
| -2.115 | 68 | no rejection · independent | |
| -1.995 | 68 | no rejection · independent | |
| -1.265 | 68 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · 2026-us-open-winner-andrew-novak-win · fresh · feed 9s old24h sparkline · 60 pts▲ 3000.00%
realized vol (ann.)
281.64%
max drawdown
25.00%
sharpe
—
ulcer index
17.83%
RMS drawdown
pain index
12.73%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
25.00%
cond. drawdown
gain/pain
10.94
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
10.94
upside/downside
roll spread
181.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
3000.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +3000.00%
Same bundle via M2M API:
/api/m2m/pm-2026-us-open-winner-andrew-novak-win/bundle · venue execution: polymarket →