TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Wyndham Clark 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” (7 markets)

Top terms: openuspgatourwinnerwin

§2 · Engle-Granger cointegration screen (6 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.

Peert-statnVerdict
Will Scottie Scheffler win the 2026 U.S. Open?-6.628114▲ cointegrated · pair candidate
Will Matt Fitzpatrick win the 2026 U.S. Open?-5.104114▲ cointegrated · pair candidate
Will Xander Schauffele win the 2026 U.S. Open?-2.646114no rejection · independent
Will JT Poston win the 2026 U.S. Open?-2.008114no rejection · independent
Will Jordan Spieth win the 2026 U.S. Open?-0.416114no rejection · independent
Will Rory McIlroy win the 2026 U.S. Open?-0.245114no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-wyndham-clark-win · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
41.55%
max drawdown
0.43%
sharpe
—
ulcer index
0.08%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.01%
cond. drawdown
gain/pain
7.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
7.67
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
802
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-wyndham-clark-win/bundle · venue execution: polymarket →