TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Counter-Strike: Ground Zero vs MARKandLARRY (BO3) - Dfrag Open Series #5 Playoffs
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 · “iem · cologne · major” (16 markets)
Top terms: iemcolognemajorwinner2026counter
- Counter-Strike: 9z vs TheMongolz (BO3) - IEM Cologne Major Stage 339.5¢ YES · $431.8k 24h
- Map Handicap: MGLZ (-1.5) vs 9z (+1.5)34.5¢ YES · $40.0k 24h
- Counter-Strike: BetBoom Team vs FUT Esports (BO3) - IEM Cologne Major Stage 344.5¢ YES · $103.7k 24h
- ★ Counter-Strike: Ground Zero vs MARKandLARRY (BO3) - Dfrag Open Series #5 Playoffs90.0¢ YES · $26.8k 24h
- Counter-Strike: Natus Vincere vs G2 (BO3) - IEM Cologne Major Stage 364.5¢ YES · $142.3k 24h
- Map Handicap: NAVI (-1.5) vs G2 (+1.5)37.5¢ YES · $53.2k 24h
- Will 9z win IEM Cologne Major 2026?1.4¢ YES · $42.8k 24h
- Will Aurora win IEM Cologne Major 2026?3.8¢ YES · $54.6k 24h
- Will BetBoom win IEM Cologne Major 2026?1.2¢ YES · $83.8k 24h
- Will Falcons win IEM Cologne Major 2026?6.5¢ YES · $57.6k 24h
- Will FURIA win IEM Cologne Major 2026?9.2¢ YES · $53.1k 24h
- Will FUT win IEM Cologne Major 2026?2.1¢ YES · $156.2k 24h
- Will G2 win IEM Cologne Major 2026?2.1¢ YES · $62.1k 24h
- Will Natus Vincere win IEM Cologne Major 2026?4.7¢ YES · $51.9k 24h
- Will The MongolZ win IEM Cologne Major 2026?1.2¢ YES · $83.9k 24h
- Will Vitality win IEM Cologne Major 2026?40.5¢ YES · $34.2k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -6.893 | 50 | ▲ cointegrated · pair candidate | |
| -5.042 | 50 | ▲ cointegrated · pair candidate | |
| -4.535 | 50 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · cs2-gz1-mandl-2026-06-15 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
380.39%
max drawdown
5.35%
sharpe
—
ulcer index
2.45%
RMS drawdown
pain index
1.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.35%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1119
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-cs2-gz1-mandl-2026-06-15/bundle · venue execution: polymarket →