TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Mexico win on 2026-06-24?
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 · “czechia · mexico · 24” (6 markets)
Top terms: czechiamexico24win202606
- Will Czechia win on 2026-06-24?27.5¢ YES · $26.2k 24h
- Will Czechia vs. Mexico end in a draw?23.5¢ YES · $19.8k 24h
- ★ Will Mexico win on 2026-06-24?49.5¢ YES · $117.9k 24h
- Will Scotland win on 2026-06-24?11.5¢ YES · $26.9k 24h
- Will Czechia win the 2026 FIFA World Cup?0.1¢ YES · $278.9k 24h
- Will Mexico win the 2026 FIFA World Cup?1.3¢ YES · $2.58M 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 |
|---|---|---|---|
| -3.883 | 168 | ▲ cointegrated · pair candidate | |
| -3.354 | 168 | ▲ cointegrated · pair candidate | |
| -3.221 | 168 | no rejection · independent | |
| -2.851 | 168 | no rejection · independent | |
| -2.019 | 167 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-mex-2026-06-24-mex · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1021
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-mex-2026-06-24-mex/bundle · venue execution: polymarket →