TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Switzerland vs. Bosnia and Herzegovina: Both Teams to Score
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 · “bosnia · herzegovina · switzerland” (9 markets)
Top terms: bosniaherzegovinaswitzerlandmarkets06corners
- Will Bosnia and Herzegovina win on 2026-06-18?14.5¢ YES · $121.1k 24h
- ★ Switzerland vs. Bosnia and Herzegovina: Both Teams to Score47.5¢ YES · $57.5k 24h
- Will Switzerland win on 2026-06-18?62.5¢ YES · $556.3k 24h
- Switzerland vs. Bosnia-Herzegovina: O/U 9.5 Total Corners45.5¢ YES · $36.7k 24h
- Will Switzerland vs. Bosnia and Herzegovina end in a draw?23.5¢ YES · $157.6k 24h
- Spread: Switzerland (-1.5)35.5¢ YES · $96.0k 24h
- Switzerland vs. Bosnia and Herzegovina: O/U 1.574.5¢ YES · $82.8k 24h
- Switzerland vs. Bosnia and Herzegovina: O/U 2.548.5¢ YES · $90.9k 24h
- Will Bosnia-Herzegovina win the 2026 FIFA World Cup?0.1¢ YES · $867.0k 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 |
|---|---|---|---|
| -5.128 | 169 | ▲ cointegrated · pair candidate | |
| -4.257 | 169 | ▲ cointegrated · pair candidate | |
| -3.136 | 157 | no rejection · independent | |
| -2.008 | 169 | no rejection · independent | |
| -2.003 | 169 | no rejection · independent | |
| -1.952 | 169 | no rejection · independent | |
| -1.935 | 169 | no rejection · independent | |
| -1.928 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-che-bih-2026-06-18-btts · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
63.49%
max drawdown
2.11%
sharpe
—
ulcer index
1.09%
RMS drawdown
pain index
0.56%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.11%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1305
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-che-bih-2026-06-18-btts/bundle · venue execution: polymarket →