TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Côte d'Ivoire win on 2026-06-14?
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 · “ecuador · te · ivoire” (6 markets)
Top terms: ecuadorteivoire06curaao
- ★ Will Côte d'Ivoire win on 2026-06-14?29.5¢ YES · $2.16M 24h
- Will Côte d'Ivoire vs. Ecuador end in a draw?33.5¢ YES · $224.4k 24h
- Will Ecuador win on 2026-06-14?37.5¢ YES · $432.2k 24h
- Côte d'Ivoire vs. Ecuador: O/U 1.559.5¢ YES · $104.7k 24h
- Côte d'Ivoire vs. Ecuador: O/U 2.530.5¢ YES · $50.7k 24h
- Will Curaçao win on 2026-06-20?7.2¢ YES · $24.9k 24h
§2 · Engle-Granger cointegration screen (5 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 |
|---|---|---|---|
| -1.772 | 169 | no rejection · independent | |
| -0.778 | 169 | no rejection · independent | |
| -0.062 | 169 | no rejection · independent | |
| -0.008 | 169 | no rejection · independent | |
| 0.361 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-civ-ecu-2026-06-14-civ · fresh · feed 0s old24h sparkline · 60 pts▼ —
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
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-civ-ecu-2026-06-14-civ/bundle · venue execution: polymarket →