TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Germany 3 - 1 Côte d'Ivoire?
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 · “germany · te · ivoire” (15 markets)
Top terms: germanyteivoirescoreexactmarkets
- Will Côte d'Ivoire win on 2026-06-20?15.5¢ YES · $109.8k 24h
- Will Germany vs. Côte d'Ivoire end in a draw?20.5¢ YES · $161.4k 24h
- Exact Score: Germany 1 - 1 Côte d'Ivoire?10.5¢ YES · $29.4k 24h
- Exact Score: Germany 2 - 0 Côte d'Ivoire?10.5¢ YES · $20.0k 24h
- Exact Score: Germany 2 - 1 Côte d'Ivoire?11.5¢ YES · $24.9k 24h
- Exact Score: Germany 3 - 0 Côte d'Ivoire?7.5¢ YES · $21.7k 24h
- ★ Exact Score: Germany 3 - 1 Côte d'Ivoire?7.5¢ YES · $39.9k 24h
- Germany to score first vs. Côte d'Ivoire?69.5¢ YES · $23.8k 24h
- Will Germany win on 2026-06-20?65.5¢ YES · $1.24M 24h
- Spread: Côte d'Ivoire (-1.5)4.9¢ YES · $55.4k 24h
- Spread: Germany (-1.5)41.5¢ YES · $158.3k 24h
- Spread: Germany (-2.5)21.5¢ YES · $28.5k 24h
- Germany vs. Côte d'Ivoire: Germany O/U 2.536.5¢ YES · $20.4k 24h
- Germany vs. Côte d'Ivoire: O/U 2.561.5¢ YES · $137.4k 24h
- Germany vs. Côte d'Ivoire: O/U 3.538.5¢ YES · $30.8k 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 |
|---|---|---|---|
| -4.041 | 168 | ▲ cointegrated · pair candidate | |
| -3.063 | 168 | no rejection · independent | |
| -2.988 | 168 | no rejection · independent | |
| -2.923 | 168 | no rejection · independent | |
| -2.905 | 168 | no rejection · independent | |
| -2.902 | 168 | no rejection · independent | |
| -2.886 | 168 | no rejection · independent | |
| -2.872 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-ger-civ-2026-06-20-exact-score-3-1 · fresh · feed 5s old24h sparkline · 60 pts▼ —
realized vol (ann.)
54.73%
max drawdown
11.76%
sharpe
—
ulcer index
8.43%
RMS drawdown
pain index
6.99%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.76%
cond. drawdown
gain/pain
0.75
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.75
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
1025
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-ger-civ-2026-06-20-exact-score-3-1/bundle · venue execution: polymarket →