TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Germany vs. Côte d'Ivoire: Germany 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 · “germany · te · ivoire” (16 markets)
Top terms: germanyteivoirescoreexactmarkets
- Will Côte d'Ivoire win on 2026-06-20?15.5¢ YES · $138.2k 24h
- Will Germany vs. Côte d'Ivoire end in a draw?20.5¢ YES · $176.4k 24h
- Exact Score: Germany 1 - 1 Côte d'Ivoire?10.5¢ YES · $29.5k 24h
- Exact Score: Germany 2 - 0 Côte d'Ivoire?10.5¢ YES · $20.1k 24h
- Exact Score: Germany 2 - 1 Côte d'Ivoire?11.5¢ YES · $25.2k 24h
- Exact Score: Germany 3 - 0 Côte d'Ivoire?7.5¢ YES · $21.8k 24h
- Exact Score: Germany 3 - 1 Côte d'Ivoire?7.5¢ YES · $40.3k 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 · $1.27M 24h
- Germany leading at halftime?48.5¢ YES · $27.3k 24h
- Spread: Côte d'Ivoire (-1.5)5.1¢ YES · $61.2k 24h
- Spread: Germany (-1.5)41.5¢ YES · $170.6k 24h
- Spread: Germany (-2.5)21.5¢ YES · $33.1k 24h
- ★ Germany vs. Côte d'Ivoire: Germany O/U 2.536.5¢ YES · $20.5k 24h
- Germany vs. Côte d'Ivoire: O/U 2.561.5¢ YES · $137.6k 24h
- Germany vs. Côte d'Ivoire: O/U 3.538.5¢ YES · $30.9k 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 |
|---|---|---|---|
| -9.800 | 168 | ▲ cointegrated · pair candidate | |
| -9.674 | 168 | ▲ cointegrated · pair candidate | |
| -9.439 | 168 | ▲ cointegrated · pair candidate | |
| -9.006 | 168 | ▲ cointegrated · pair candidate | |
| -8.926 | 168 | ▲ cointegrated · pair candidate | |
| -8.895 | 168 | ▲ cointegrated · pair candidate | |
| -8.876 | 168 | ▲ cointegrated · pair candidate | |
| -8.876 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-ger-civ-2026-06-20-team-total-home-2pt5 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
88.21%
max drawdown
5.19%
sharpe
—
ulcer index
4.69%
RMS drawdown
pain index
4.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.19%
cond. drawdown
gain/pain
0.40
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.40
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
733
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-ger-civ-2026-06-20-team-total-home-2pt5/bundle · venue execution: polymarket →