TF-IDF basket · Engle-Granger pairs · Polymarket
Related to France vs. Senegal: O/U 2.5
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 · “france · fifa · cup” (10 markets)
Top terms: francefifacupworldsenegaladvance
- Will France win on 2026-06-16?66.5¢ YES · $91.1k 24h
- ★ France vs. Senegal: O/U 2.550.5¢ YES · $45.2k 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?1.4¢ YES · $72.5k 24h
- Will France win Group I in the 2026 FIFA World Cup?67.5¢ YES · $61.1k 24h
- Will France win the 2026 FIFA World Cup?16.4¢ YES · $1.87M 24h
- Will Morocco advance to the knockout stages at the 2026 FIFA World Cup?93.5¢ YES · $26.8k 24h
- Will Qatar advance to the knockout stages at the 2026 FIFA World Cup?24.5¢ YES · $35.3k 24h
- Will Senegal win the 2026 FIFA World Cup?0.7¢ YES · $1.12M 24h
- Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?88.3¢ YES · $49.8k 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 |
|---|---|---|---|
| -4.788 | 169 | ▲ cointegrated · pair candidate | |
| -4.734 | 169 | ▲ cointegrated · pair candidate | |
| -3.593 | 169 | ▲ cointegrated · pair candidate | |
| -2.920 | 169 | no rejection · independent | |
| -2.081 | 169 | no rejection · independent | |
| -1.943 | 169 | no rejection · independent | |
| -1.925 | 169 | no rejection · independent | |
| -1.901 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-fra-sen-2026-06-16-total-2pt5 · fresh · feed 0s oldrealized vol (ann.)
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max drawdown
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sharpe
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ulcer index
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RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
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Cornish-Fisher
martin ratio
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ret / ulcer
CDaR 95%
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cond. drawdown
gain/pain
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Σgain / Σ|loss|
sterling
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ret / CDaR
omega (θ=0)
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upside/downside
roll spread
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implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-fifwc-fra-sen-2026-06-16-total-2pt5/bundle · venue execution: polymarket →