TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Czechia vs. South Africa 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 · “czechia · africa · south” (16 markets)
Top terms: czechiaafricasouthscoreexactmarkets
- Will Czechia win on 2026-06-18?52.5¢ YES · $4.11M 24h
- ★ Will Czechia vs. South Africa end in a draw?26.5¢ YES · $111.3k 24h
- Exact Score: Czechia 1 - 2 South Africa?5.5¢ YES · $21.8k 24h
- Exact Score: Czechia 2 - 0 South Africa?11.5¢ YES · $38.9k 24h
- Exact Score: Czechia 2 - 1 South Africa?11.5¢ YES · $49.1k 24h
- Exact Score: Czechia 3 - 1 South Africa?5.5¢ YES · $39.4k 24h
- Exact Score: Czechia 3 - 3 South Africa?1.3¢ YES · $54.5k 24h
- Exact Score: Any Other Score?10.5¢ YES · $21.1k 24h
- Will South Africa win on 2026-06-18?20.5¢ YES · $215.8k 24h
- Spread: Czechia (-1.5)27.5¢ YES · $177.7k 24h
- Czechia vs. South Africa: Czechia O/U 1.547.5¢ YES · $47.5k 24h
- Czechia vs. South Africa: O/U 1.571.5¢ YES · $34.6k 24h
- Czechia vs. South Africa: O/U 2.544.5¢ YES · $548.8k 24h
- Czechia vs. South Africa: O/U 3.523.5¢ YES · $32.6k 24h
- Czechia vs. South Africa: O/U 4.510.5¢ YES · $21.7k 24h
- Czechia vs. South Africa: O/U 5.53.6¢ YES · $24.2k 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 |
|---|---|---|---|
| -3.587 | 169 | ▲ cointegrated · pair candidate | |
| -3.253 | 169 | no rejection · independent | |
| -3.125 | 169 | no rejection · independent | |
| -2.939 | 169 | no rejection · independent | |
| -2.887 | 169 | no rejection · independent | |
| -2.870 | 169 | no rejection · independent | |
| -2.702 | 169 | no rejection · independent | |
| -2.583 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-rsa-2026-06-18-draw · fresh · feed 16s old24h sparkline · 60 pts▼ —
realized vol (ann.)
30.11%
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
1933
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-rsa-2026-06-18-draw/bundle · venue execution: polymarket →