TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Germany vs. Côte d'Ivoire: 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” (13 markets)
Top terms: germanyteivoirescoreexactmarkets
- Will Côte d'Ivoire win on 2026-06-20?15.5¢ YES · $72.7k 24h
- Will Germany vs. Côte d'Ivoire end in a draw?20.5¢ YES · $128.4k 24h
- Exact Score: Germany 1 - 1 Côte d'Ivoire?10.0¢ YES · $23.1k 24h
- Exact Score: Germany 3 - 0 Côte d'Ivoire?7.5¢ YES · $16.6k 24h
- Exact Score: Germany 3 - 1 Côte d'Ivoire?7.5¢ YES · $34.2k 24h
- Germany to score first vs. Côte d'Ivoire?69.5¢ YES · $23.0k 24h
- Will Germany win on 2026-06-20?64.5¢ YES · $1.09M 24h
- Germany leading at halftime?49.5¢ YES · $17.1k 24h
- Spread: Germany (-1.5)41.5¢ YES · $152.6k 24h
- Spread: Germany (-2.5)21.5¢ YES · $27.7k 24h
- Germany vs. Côte d'Ivoire: Germany O/U 2.536.5¢ YES · $21.8k 24h
- ★ Germany vs. Côte d'Ivoire: O/U 2.561.5¢ YES · $93.1k 24h
- Germany vs. Côte d'Ivoire: O/U 3.538.5¢ YES · $28.4k 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 |
|---|---|---|---|
| -4.285 | 168 | ▲ cointegrated · pair candidate | |
| -3.036 | 168 | no rejection · independent | |
| -2.691 | 168 | no rejection · independent | |
| -2.628 | 168 | no rejection · independent | |
| -2.251 | 168 | no rejection · independent | |
| -1.821 | 168 | no rejection · independent | |
| -1.515 | 168 | no rejection · independent | |
| -1.509 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-ger-civ-2026-06-20-total-2pt5 · fresh · feed 16s 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
801
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-ger-civ-2026-06-20-total-2pt5/bundle · venue execution: polymarket →