TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Czechia vs. South Africa: O/U 3.5
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” (21 markets)
Top terms: czechiaafricasouthexactscoremarkets
- Will Czechia win on 2026-06-18?52.5¢ YES · $4.36M 24h
- Will Czechia vs. South Africa end in a draw?26.5¢ YES · $142.3k 24h
- Exact Score: Czechia 1 - 0 South Africa?13.5¢ YES · $23.6k 24h
- Exact Score: Czechia 1 - 1 South Africa?13.5¢ YES · $22.8k 24h
- Exact Score: Czechia 1 - 2 South Africa?5.5¢ YES · $31.7k 24h
- Exact Score: Czechia 2 - 0 South Africa?11.5¢ YES · $51.4k 24h
- Exact Score: Czechia 2 - 1 South Africa?10.5¢ YES · $70.1k 24h
- Exact Score: Czechia 2 - 2 South Africa?4.5¢ YES · $31.6k 24h
- Exact Score: Czechia 2 - 3 South Africa?1.3¢ YES · $27.1k 24h
- Exact Score: Czechia 3 - 0 South Africa?5.5¢ YES · $25.3k 24h
- Exact Score: Czechia 3 - 1 South Africa?6.5¢ YES · $55.9k 24h
- Exact Score: Czechia 3 - 3 South Africa?0.8¢ YES · $64.7k 24h
- Exact Score: Any Other Score?10.5¢ YES · $26.4k 24h
- Will South Africa win on 2026-06-18?20.5¢ YES · $250.1k 24h
- Spread: Czechia (-1.5)27.5¢ YES · $183.8k 24h
- Czechia vs. South Africa: Czechia O/U 1.547.5¢ YES · $48.8k 24h
- Czechia vs. South Africa: O/U 1.570.5¢ YES · $58.9k 24h
- Czechia vs. South Africa: O/U 2.544.5¢ YES · $564.1k 24h
- ★ Czechia vs. South Africa: O/U 3.522.5¢ YES · $59.3k 24h
- Czechia vs. South Africa: O/U 4.510.5¢ YES · $24.2k 24h
- Czechia vs. South Africa: O/U 5.53.7¢ YES · $24.8k 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 |
|---|---|---|---|
| -4.142 | 169 | ▲ cointegrated · pair candidate | |
| -3.988 | 169 | ▲ cointegrated · pair candidate | |
| -3.608 | 169 | ▲ cointegrated · pair candidate | |
| -3.560 | 169 | ▲ cointegrated · pair candidate | |
| -3.393 | 169 | ▲ cointegrated · pair candidate | |
| -3.331 | 169 | no rejection · independent | |
| -3.287 | 169 | no rejection · independent | |
| -3.219 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-cze-rsa-2026-06-18-total-3pt5 · fresh · feed 10s old24h sparkline · 60 pts▼ —
realized vol (ann.)
34.27%
max drawdown
4.26%
sharpe
—
ulcer index
0.37%
RMS drawdown
pain index
0.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.03%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
1492
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-cze-rsa-2026-06-18-total-3pt5/bundle · venue execution: polymarket →