TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Jordan Spieth 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” (8 markets)
Top terms: openuspgatourwinnerwin
- ★ Will Jordan Spieth win the 2026 U.S. Open?0.1¢ YES · $129.6k 24h
- Will JT Poston win the 2026 U.S. Open?0.2¢ YES · $212.8k 24h
- Will Matt Fitzpatrick win the 2026 U.S. Open?11.1¢ YES · $22.0k 24h
- Will Rory McIlroy win the 2026 U.S. Open?4.7¢ YES · $37.2k 24h
- Will Scottie Scheffler win the 2026 U.S. Open?7.5¢ YES · $38.0k 24h
- Will Wyndham Clark win the 2026 U.S. Open?34.3¢ YES · $70.1k 24h
- Will Xander Schauffele win the 2026 U.S. Open?12.3¢ YES · $20.1k 24h
- Will Marketa Vondrousova win the 2026 Women’s US Open?0.2¢ YES · $23.9k 24h
§2 · Engle-Granger cointegration screen (7 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 |
|---|---|---|---|
| -98.811 | 116 | ▲ cointegrated · pair candidate | |
| -35.403 | 116 | ▲ cointegrated · pair candidate | |
| -15.959 | 116 | ▲ cointegrated · pair candidate | |
| -9.289 | 116 | ▲ cointegrated · pair candidate | |
| -7.627 | 116 | ▲ cointegrated · pair candidate | |
| -7.622 | 116 | ▲ cointegrated · pair candidate | |
| -7.482 | 116 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · 2026-us-open-winner-jordan-spieth-win · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1023
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-2026-us-open-winner-jordan-spieth-win/bundle · venue execution: polymarket →