TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Czechia vs. South Africa: 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 · “canada · qatar · markets” (13 markets)
Top terms: canadaqatarmarketsscorebothteams
- Canada vs. Qatar: Both Teams to Score42.5¢ YES · $62.5k 24h
- Will Canada win on 2026-06-18?75.5¢ YES · $651.2k 24h
- Will Canada vs. Qatar end in a draw?16.5¢ YES · $181.4k 24h
- Exact Score: Canada 1 - 3 Qatar?1.3¢ YES · $25.3k 24h
- Exact Score: Canada 2 - 1 Qatar?9.5¢ YES · $21.7k 24h
- Will Qatar win on 2026-06-18?8.5¢ YES · $304.6k 24h
- Spread: Canada (-1.5)51.5¢ YES · $404.5k 24h
- Canada vs. Qatar: O/U 1.579.5¢ YES · $33.8k 24h
- Canada vs. Qatar: O/U 2.556.5¢ YES · $140.5k 24h
- Canada vs. Qatar: O/U 3.533.5¢ YES · $22.4k 24h
- Canada vs. Qatar: O/U 5.57.3¢ YES · $41.3k 24h
- ★ Czechia vs. South Africa: Both Teams to Score49.5¢ YES · $119.8k 24h
- Mexico vs. Korea Republic: Both Teams to Score50.5¢ YES · $207.0k 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 |
|---|---|---|---|
| -3.935 | 169 | ▲ cointegrated · pair candidate | |
| -3.752 | 169 | ▲ cointegrated · pair candidate | |
| -2.752 | 169 | no rejection · independent | |
| -1.902 | 169 | no rejection · independent | |
| -1.866 | 169 | no rejection · independent | |
| -1.743 | 169 | no rejection · independent | |
| -1.658 | 169 | no rejection · independent | |
| -1.565 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-rsa-2026-06-18-btts · fresh · feed 16s 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
1866
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-rsa-2026-06-18-btts/bundle · venue execution: polymarket →