TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Czechia vs. South Africa: O/U 5.5

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 · south · africa” (23 markets)

Top terms: czechiasouthafricascoreexactmarkets

Will Czechia win on 2026-06-18?52.5¢ YES · $5.19M 24h
Will Czechia vs. South Africa end in a draw?26.5¢ YES · $161.9k 24h
Exact Score: Czechia 1 - 0 South Africa?13.5¢ YES · $34.6k 24h
Exact Score: Czechia 1 - 1 South Africa?13.5¢ YES · $28.9k 24h
Exact Score: Czechia 1 - 2 South Africa?5.5¢ YES · $37.8k 24h
Exact Score: Czechia 2 - 0 South Africa?11.5¢ YES · $67.5k 24h
Exact Score: Czechia 2 - 1 South Africa?10.5¢ YES · $88.6k 24h
Exact Score: Czechia 2 - 2 South Africa?4.5¢ YES · $37.5k 24h
Exact Score: Czechia 2 - 3 South Africa?1.2¢ YES · $31.7k 24h
Exact Score: Czechia 3 - 0 South Africa?5.5¢ YES · $30.1k 24h
Exact Score: Czechia 3 - 1 South Africa?5.5¢ YES · $66.9k 24h
Exact Score: Czechia 3 - 2 South Africa?2.9¢ YES · $27.8k 24h
Exact Score: Czechia 3 - 3 South Africa?0.9¢ YES · $68.5k 24h
Exact Score: Any Other Score?10.5¢ YES · $29.9k 24h
Czechia leading at halftime?39.5¢ YES · $22.8k 24h
Will South Africa win on 2026-06-18?20.5¢ YES · $273.3k 24h
Spread: Czechia (-1.5)27.5¢ YES · $234.7k 24h
Czechia vs. South Africa: Czechia O/U 1.547.5¢ YES · $53.8k 24h
Czechia vs. South Africa: O/U 1.570.5¢ YES · $68.6k 24h
Czechia vs. South Africa: O/U 2.544.5¢ YES · $580.6k 24h
Czechia vs. South Africa: O/U 3.523.5¢ YES · $65.1k 24h
Czechia vs. South Africa: O/U 4.510.5¢ YES · $31.1k 24h
★ Czechia vs. South Africa: O/U 5.53.6¢ YES · $29.3k 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
Exact Score: Czechia 2 - 1 South Africa?	-5.636	169	▲ cointegrated · pair candidate
Exact Score: Czechia 2 - 0 South Africa?	-5.197	169	▲ cointegrated · pair candidate
Exact Score: Czechia 1 - 0 South Africa?	-5.195	169	▲ cointegrated · pair candidate
Will Czechia vs. South Africa end in a draw?	-5.136	169	▲ cointegrated · pair candidate
Exact Score: Czechia 1 - 2 South Africa?	-4.932	169	▲ cointegrated · pair candidate
Will Czechia win on 2026-06-18?	-4.816	169	▲ cointegrated · pair candidate
Exact Score: Czechia 2 - 2 South Africa?	-4.708	169	▲ cointegrated · pair candidate
Exact Score: Czechia 1 - 1 South Africa?	-4.700	169	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · fifwc-cze-rsa-2026-06-18-total-5pt5 · fresh · feed 4s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

32.71%

max drawdown

9.46%

sharpe

—

ulcer index

3.91%

RMS drawdown

pain index

2.20%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

8.30%

cond. drawdown

gain/pain

0.93

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.93

upside/downside

roll spread

0.5 bps

implied (price-only)

bars used

571

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-5pt5/bundle · venue execution: polymarket →