TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will France win on 2026-06-16?
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 · “france · advance · knockout” (13 markets)
Top terms: franceadvanceknockoutstagesfifacup
- ★ Will France win on 2026-06-16?66.5¢ YES · $92.2k 24h
- France vs. Senegal: O/U 2.550.5¢ YES · $46.2k 24h
- Will France advance to the knockout stages at the 2026 FIFA World Cup?97.5¢ YES · $133.5k 24h
- Will France, UK, or Germany strike Iran by June 30?1.5¢ YES · $80.1k 24h
- Will France win Group I in the 2026 FIFA World Cup?68.0¢ YES · $61.6k 24h
- Will France win the 2026 FIFA World Cup?16.2¢ YES · $1.72M 24h
- Will Japan advance to the knockout stages at the 2026 FIFA World Cup?75.5¢ YES · $27.7k 24h
- Will Morocco advance to the knockout stages at the 2026 FIFA World Cup?93.0¢ YES · $28.2k 24h
- Will Qatar advance to the knockout stages at the 2026 FIFA World Cup?24.0¢ YES · $30.0k 24h
- Will Scotland advance to the knockout stages at the 2026 FIFA World Cup?79.0¢ YES · $24.8k 24h
- Will Senegal win the 2026 FIFA World Cup?0.7¢ YES · $1.56M 24h
- Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?88.3¢ YES · $46.3k 24h
- Will USA advance to the knockout stages at the 2026 FIFA World Cup?98.0¢ YES · $26.1k 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 |
|---|---|---|---|
| -3.293 | 169 | no rejection · independent | |
| -3.135 | 169 | no rejection · independent | |
| -3.089 | 169 | no rejection · independent | |
| -3.085 | 169 | no rejection · independent | |
| -3.080 | 169 | no rejection · independent | |
| -3.071 | 169 | no rejection · independent | |
| -3.070 | 169 | no rejection · independent | |
| -3.063 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-fra-sen-2026-06-16-fra · fresh · feed 0s old24h sparkline · 60 pts▼ —
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
440
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-fra-sen-2026-06-16-fra/bundle · venue execution: polymarket →