TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Spain vs. Cabo Verde: O/U 0.5
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 · “spain · cabo · verde” (24 markets)
Top terms: spaincaboverdemarketsscorespread
- Spain vs. Cabo Verde: Both Teams to Score33.5¢ YES · $88.1k 24h
- Will Cabo Verde win on 2026-06-15?2.4¢ YES · $1.28M 24h
- Will Spain vs. Cabo Verde end in a draw?6.3¢ YES · $343.6k 24h
- Will Spain win on 2026-06-15?91.5¢ YES · $2.66M 24h
- Exact Score: Spain 3 - 0 Cabo Verde?16.5¢ YES · $26.9k 24h
- Exact Score: Spain 3 - 1 Cabo Verde?7.5¢ YES · $51.2k 24h
- Exact Score: Any Other Score?44.5¢ YES · $33.4k 24h
- Spain vs. Cabo Verde: 1st Half O/U 1.554.5¢ YES · $137.5k 24h
- Spain vs. Cabo Verde: 1st Half O/U 2.527.0¢ YES · $26.5k 24h
- Cabo Verde leading at halftime?4.0¢ YES · $23.1k 24h
- Spain leading at halftime?75.5¢ YES · $120.8k 24h
- Spread: Spain (-1.5)78.5¢ YES · $396.4k 24h
- Spread: Spain (-2.5)55.5¢ YES · $2.52M 24h
- Spread: Spain (-3.5)33.5¢ YES · $279.3k 24h
- Spread: Spain (-4.5)19.5¢ YES · $60.9k 24h
- Spain vs. Cabo Verde: Cabo Verde O/U 0.533.5¢ YES · $80.7k 24h
- Spain vs. Cabo Verde: Spain O/U 2.565.0¢ YES · $103.6k 24h
- Spain vs. Cabo Verde: Spain O/U 3.542.0¢ YES · $39.3k 24h
- ★ Spain vs. Cabo Verde: O/U 0.598.6¢ YES · $81.1k 24h
- Spain vs. Cabo Verde: O/U 1.590.5¢ YES · $113.5k 24h
- Spain vs. Cabo Verde: O/U 2.573.5¢ YES · $162.3k 24h
- Spain vs. Cabo Verde: O/U 3.549.5¢ YES · $1.82M 24h
- Spain vs. Cabo Verde: O/U 4.531.5¢ YES · $120.9k 24h
- Spain vs. Cabo Verde: O/U 5.518.5¢ YES · $140.1k 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 |
|---|---|---|---|
| -6.738 | 134 | ▲ cointegrated · pair candidate | |
| -4.489 | 169 | ▲ cointegrated · pair candidate | |
| -4.268 | 169 | ▲ cointegrated · pair candidate | |
| -4.041 | 169 | ▲ cointegrated · pair candidate | |
| -4.038 | 169 | ▲ cointegrated · pair candidate | |
| -4.013 | 169 | ▲ cointegrated · pair candidate | |
| -4.012 | 169 | ▲ cointegrated · pair candidate | |
| -3.978 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-esp-cvi-2026-06-15-total-0pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
26.24%
max drawdown
0.20%
sharpe
—
ulcer index
0.09%
RMS drawdown
pain index
0.07%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.20%
cond. drawdown
gain/pain
2.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.50
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
771
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-esp-cvi-2026-06-15-total-0pt5/bundle · venue execution: polymarket →