TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Switzerland vs. Bosnia and Herzegovina end in a draw?

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: bosniaherzegovinaswitzerlandmarkets06total

Will Bosnia and Herzegovina win on 2026-06-18?14.5¢ YES · $104.0k 24h
Switzerland vs. Bosnia and Herzegovina: Both Teams to Score47.5¢ YES · $49.5k 24h
Will Switzerland win on 2026-06-18?62.5¢ YES · $497.1k 24h
Switzerland vs. Bosnia-Herzegovina: O/U 9.5 Total Corners45.5¢ YES · $36.5k 24h
★ Will Switzerland vs. Bosnia and Herzegovina end in a draw?23.5¢ YES · $148.4k 24h
Spread: Switzerland (-1.5)35.5¢ YES · $72.6k 24h
Switzerland vs. Bosnia and Herzegovina: O/U 1.574.5¢ YES · $82.3k 24h
Switzerland vs. Bosnia and Herzegovina: O/U 2.548.5¢ YES · $82.4k 24h
Will Bosnia-Herzegovina win the 2026 FIFA World Cup?0.1¢ YES · $682.8k 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
Spread: Switzerland (-1.5)	-4.036	169	▲ cointegrated · pair candidate
Will Bosnia and Herzegovina win on 2026-06-18?	-3.679	169	▲ cointegrated · pair candidate
Will Switzerland win on 2026-06-18?	-3.655	169	▲ cointegrated · pair candidate
Switzerland vs. Bosnia and Herzegovina: O/U 1.5	-3.558	169	▲ cointegrated · pair candidate
Switzerland vs. Bosnia and Herzegovina: Both Teams to Score	-3.425	169	▲ cointegrated · pair candidate
Switzerland vs. Bosnia and Herzegovina: O/U 2.5	-3.419	169	▲ cointegrated · pair candidate
Will Bosnia-Herzegovina win the 2026 FIFA World Cup?	-3.415	169	▲ cointegrated · pair candidate
Switzerland vs. Bosnia-Herzegovina: O/U 9.5 Total Corners	-3.354	156	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · fifwc-che-bih-2026-06-18-draw · fresh · feed 1s old

24h sparkline · 60 pts▲ 0.00%

realized vol (ann.)

29.60%

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)

—

upside/downside

roll spread

0.4 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

0.00%

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-fifwc-che-bih-2026-06-18-draw/bundle · venue execution: polymarket →