TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will South Africa win on 2026-06-18?
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” (17 markets)
Top terms: czechiaafricasouthscoreexactmarkets
- Will Czechia win on 2026-06-18?52.5¢ YES · $4.12M 24h
- Will Czechia vs. South Africa end in a draw?26.5¢ YES · $114.7k 24h
- Exact Score: Czechia 1 - 2 South Africa?5.5¢ YES · $23.4k 24h
- Exact Score: Czechia 2 - 0 South Africa?11.5¢ YES · $39.1k 24h
- Exact Score: Czechia 2 - 1 South Africa?11.5¢ YES · $50.1k 24h
- Exact Score: Czechia 3 - 0 South Africa?5.5¢ YES · $21.0k 24h
- Exact Score: Czechia 3 - 1 South Africa?5.5¢ YES · $40.5k 24h
- Exact Score: Czechia 3 - 3 South Africa?1.1¢ YES · $55.4k 24h
- Exact Score: Any Other Score?10.5¢ YES · $22.0k 24h
- ★ Will South Africa win on 2026-06-18?20.5¢ YES · $216.0k 24h
- Spread: Czechia (-1.5)27.5¢ YES · $179.6k 24h
- Czechia vs. South Africa: Czechia O/U 1.547.5¢ YES · $47.8k 24h
- Czechia vs. South Africa: O/U 1.570.5¢ YES · $48.3k 24h
- Czechia vs. South Africa: O/U 2.544.5¢ YES · $551.3k 24h
- Czechia vs. South Africa: O/U 3.523.5¢ YES · $41.7k 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 |
|---|---|---|---|
| -3.399 | 169 | ▲ cointegrated · pair candidate | |
| -3.227 | 169 | no rejection · independent | |
| -3.054 | 169 | no rejection · independent | |
| -3.046 | 169 | no rejection · independent | |
| -2.964 | 169 | no rejection · independent | |
| -2.954 | 169 | no rejection · independent | |
| -2.813 | 169 | no rejection · independent | |
| -2.485 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-rsa-2026-06-18-rsa · fresh · feed 14s old24h sparkline · 60 pts▲ 5.13%
realized vol (ann.)
41.87%
max drawdown
4.65%
sharpe
—
ulcer index
2.20%
RMS drawdown
pain index
1.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.65%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
5.13%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +5.13%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-rsa-2026-06-18-rsa/bundle · venue execution: polymarket →