TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Czechia 2 - 2 South Africa?
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” (26 markets)
Top terms: czechiaafricasouthscoreexactmarkets
- Will Czechia win on 2026-06-18?53.5¢ YES · $5.64M 24h
- Will Czechia vs. South Africa end in a draw?26.5¢ YES · $188.7k 24h
- Exact Score: Czechia 0 - 3 South Africa?0.9¢ YES · $25.2k 24h
- Exact Score: Czechia 1 - 0 South Africa?13.5¢ YES · $41.4k 24h
- Exact Score: Czechia 1 - 1 South Africa?13.5¢ YES · $32.6k 24h
- Exact Score: Czechia 1 - 2 South Africa?5.5¢ YES · $45.2k 24h
- Exact Score: Czechia 1 - 3 South Africa?1.4¢ YES · $29.8k 24h
- Exact Score: Czechia 2 - 0 South Africa?11.5¢ YES · $84.1k 24h
- Exact Score: Czechia 2 - 1 South Africa?10.5¢ YES · $125.0k 24h
- ★ Exact Score: Czechia 2 - 2 South Africa?4.5¢ YES · $44.3k 24h
- Exact Score: Czechia 2 - 3 South Africa?1.4¢ YES · $40.2k 24h
- Exact Score: Czechia 3 - 0 South Africa?5.5¢ YES · $42.9k 24h
- Exact Score: Czechia 3 - 1 South Africa?5.5¢ YES · $86.6k 24h
- Exact Score: Czechia 3 - 2 South Africa?2.6¢ YES · $43.0k 24h
- Exact Score: Czechia 3 - 3 South Africa?0.9¢ YES · $83.7k 24h
- Exact Score: Any Other Score?10.5¢ YES · $35.5k 24h
- Czechia vs. South Africa: 1st Half O/U 0.567.5¢ YES · $28.5k 24h
- Czechia leading at halftime?39.5¢ YES · $32.6k 24h
- Will South Africa win on 2026-06-18?19.5¢ YES · $340.0k 24h
- Spread: Czechia (-1.5)26.5¢ YES · $340.2k 24h
- Czechia vs. South Africa: Czechia O/U 1.547.0¢ YES · $67.2k 24h
- Czechia vs. South Africa: O/U 1.570.5¢ YES · $78.4k 24h
- Czechia vs. South Africa: O/U 2.543.5¢ YES · $661.3k 24h
- Czechia vs. South Africa: O/U 3.523.5¢ YES · $77.0k 24h
- Czechia vs. South Africa: O/U 4.59.5¢ YES · $37.8k 24h
- Czechia vs. South Africa: O/U 5.53.5¢ YES · $33.5k 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 |
|---|---|---|---|
| -2.680 | 169 | no rejection · independent | |
| -2.370 | 169 | no rejection · independent | |
| -1.862 | 169 | no rejection · independent | |
| -1.861 | 169 | no rejection · independent | |
| -1.740 | 169 | no rejection · independent | |
| -1.444 | 169 | no rejection · independent | |
| -1.388 | 169 | no rejection · independent | |
| -1.311 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-rsa-2026-06-18-exact-score-2-2 · fresh · feed 17s 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
660
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-rsa-2026-06-18-exact-score-2-2/bundle · venue execution: polymarket →