TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Cameron Smith 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?0.9¢ YES · $60.7k 24h
- Will Andrew Novak win the 2026 U.S. Open?0.6¢ YES · $262.5k 24h
- Will Brooks Koepka win the 2026 U.S. Open?1.8¢ YES · $70.9k 24h
- ★ Will Cameron Smith win the 2026 U.S. Open?5.2¢ YES · $30.7k 24h
- Will Cameron Young win the 2026 U.S. Open?4.0¢ YES · $34.2k 24h
- Will Chris Gotterup win the 2026 U.S. Open?2.2¢ YES · $28.6k 24h
- Will Jason Day win the 2026 U.S. Open?0.9¢ YES · $25.2k 24h
- Will Justin Rose win the 2026 U.S. Open?1.6¢ YES · $27.3k 24h
- Will Matt Fitzpatrick win the 2026 U.S. Open?4.5¢ YES · $26.4k 24h
- Will Patrick Reed win the 2026 U.S. Open?2.4¢ YES · $22.2k 24h
- Will Rory McIlroy win the 2026 U.S. Open?7.5¢ YES · $63.8k 24h
- Will Scottie Scheffler win the 2026 U.S. Open?13.5¢ YES · $86.6k 24h
- Will Shane Lowry win the 2026 U.S. Open?1.6¢ YES · $21.2k 24h
- Will Tom Kim win the 2026 U.S. Open?0.1¢ YES · $338.6k 24h
- Will Tommy Fleetwood win the 2026 U.S. Open?5.5¢ YES · $21.2k 24h
- Will Tyrrell Hatton win the 2026 U.S. Open?3.4¢ 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 |
|---|---|---|---|
| -15.258 | 68 | ▲ cointegrated · pair candidate | |
| -8.939 | 68 | ▲ cointegrated · pair candidate | |
| -8.565 | 68 | ▲ cointegrated · pair candidate | |
| -8.536 | 68 | ▲ cointegrated · pair candidate | |
| -8.277 | 68 | ▲ cointegrated · pair candidate | |
| -8.113 | 68 | ▲ cointegrated · pair candidate | |
| -7.952 | 68 | ▲ cointegrated · pair candidate | |
| -7.654 | 68 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · 2026-us-open-winner-cameron-smith-win · fresh · feed 13s old24h sparkline · 60 pts▼ —
realized vol (ann.)
123.82%
max drawdown
35.48%
sharpe
—
ulcer index
10.97%
RMS drawdown
pain index
6.33%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
28.00%
cond. drawdown
gain/pain
6.41
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
6.41
upside/downside
roll spread
53.6 bps
implied (price-only)
bars used
1846
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-2026-us-open-winner-cameron-smith-win/bundle · venue execution: polymarket →