TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will France win on 2026-06-22?

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 · “argentina · france · fifa” (7 markets)

Top terms: argentinafrancefifacupworldsports

§2 · Engle-Granger cointegration screen (6 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.

Peert-statnVerdict
Will Argentina win on 2026-06-22?-4.095169▲ cointegrated · pair candidate
Will Argentina win Group J in the 2026 FIFA World Cup?-2.935169no rejection · independent
Will France win Group I in the 2026 FIFA World Cup?-2.895169no rejection · independent
Will Argentina win the 2026 FIFA World Cup?-2.761169no rejection · independent
Will France win the 2026 FIFA World Cup?-2.735169no rejection · independent
Will Austria win the 2026 FIFA World Cup?-2.619169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-fra-irq-2026-06-22-fra · fresh · feed 14s old
24h sparkline · 60 pts▲ 0.00%
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
2000
store
spread
—
24h Δ
0.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-fra-irq-2026-06-22-fra/bundle · venue execution: polymarket →