TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Argentina win on 2026-06-22?
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 · “group · fifa · cup” (13 markets)
Top terms: groupfifacupworldsportswin
- ★ Will Argentina win on 2026-06-22?61.5¢ YES · $66.9k 24h
- Will Argentina win Group J in the 2026 FIFA World Cup?84.5¢ YES · $33.2k 24h
- Will Argentina win the 2026 FIFA World Cup?11.8¢ YES · $2.86M 24h
- Will Austria win the 2026 FIFA World Cup?0.4¢ YES · $2.16M 24h
- Will Colombia win Group K in the 2026 FIFA World Cup?48.5¢ YES · $70.3k 24h
- Will Croatia win Group L in the 2026 FIFA World Cup?2.5¢ YES · $46.5k 24h
- Will Croatia win the 2026 FIFA World Cup?0.7¢ YES · $4.36M 24h
- Will England win Group L in the 2026 FIFA World Cup?91.5¢ YES · $53.5k 24h
- Will France win Group I in the 2026 FIFA World Cup?75.5¢ YES · $33.0k 24h
- Will Germany win Group E in the 2026 FIFA World Cup?71.5¢ YES · $26.3k 24h
- Will Panama win Group L in the 2026 FIFA World Cup?0.4¢ YES · $24.1k 24h
- Will Portugal win Group K in the 2026 FIFA World Cup?44.5¢ YES · $75.9k 24h
- Will Uzbekistan win Group K in the 2026 FIFA World Cup?0.5¢ YES · $26.2k 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 |
|---|---|---|---|
| -2.810 | 169 | no rejection · independent | |
| -2.702 | 169 | no rejection · independent | |
| -2.691 | 169 | no rejection · independent | |
| -2.686 | 169 | no rejection · independent | |
| -2.672 | 169 | no rejection · independent | |
| -2.669 | 169 | no rejection · independent | |
| -2.661 | 169 | no rejection · independent | |
| -2.622 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-arg-aut-2026-06-22-arg · fresh · feed 6s old24h sparkline · 60 pts▼ -1.60%
realized vol (ann.)
41.87%
max drawdown
1.60%
sharpe
—
ulcer index
0.76%
RMS drawdown
pain index
0.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.60%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-1.60%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -1.60%
Same bundle via M2M API:
/api/m2m/pm-fifwc-arg-aut-2026-06-22-arg/bundle · venue execution: polymarket →