TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Côte d'Ivoire 1 - 0 Ecuador?
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 · “te · ivoire · ecuador” (6 markets)
Top terms: teivoireecuador06germanyhalftime
- Will Côte d'Ivoire win on 2026-06-14?100.0¢ YES · $4.51M 24h
- Will Côte d'Ivoire vs. Ecuador end in a draw?0.1¢ YES · $2.62M 24h
- Will Ecuador win on 2026-06-14?0.1¢ YES · $7.01M 24h
- ★ Exact Score: Côte d'Ivoire 1 - 0 Ecuador?100.0¢ YES · $92.4k 24h
- Côte d'Ivoire vs. Ecuador: Draw at halftime?100.0¢ YES · $109.7k 24h
- Will Germany win on 2026-06-20?63.5¢ YES · $49.1k 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 |
|---|---|---|---|
| -3.999 | 168 | ▲ cointegrated · pair candidate | |
| -3.695 | 168 | ▲ cointegrated · pair candidate | |
| -3.601 | 168 | ▲ cointegrated · pair candidate | |
| -3.410 | 168 | ▲ cointegrated · pair candidate | |
| -1.361 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-civ-ecu-2026-06-14-exact-score-1-0 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
3520.23%
max drawdown
20.00%
sharpe
—
ulcer index
5.43%
RMS drawdown
pain index
1.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.00%
cond. drawdown
gain/pain
18.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
18.69
upside/downside
roll spread
76.0 bps
implied (price-only)
bars used
709
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-civ-ecu-2026-06-14-exact-score-1-0/bundle · venue execution: polymarket →