TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Spread: Germany (-3.5)

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 · cura · ao” (44 markets)

Top terms: germanycuraaoscoreexactmarkets

§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.

Peert-statnVerdict
Exact Score: Germany 1 - 1 Curaçao?-3.024169no rejection · independent
Exact Score: Germany 0 - 2 Curaçao?-2.678169no rejection · independent
Exact Score: Germany 0 - 1 Curaçao?-2.611169no rejection · independent
Exact Score: Germany 0 - 0 Curaçao?-2.449169no rejection · independent
Exact Score: Germany 1 - 0 Curaçao?-2.446169no rejection · independent
Exact Score: Germany 0 - 3 Curaçao?-2.443169no rejection · independent
Exact Score: Germany 1 - 2 Curaçao?-2.418169no rejection · independent
Will Germany vs. Curaçao end in a draw?-2.381169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-spread-home-3pt5 · fresh · feed 0s old
24h sparkline · 60 pts 6.19%
realized vol (ann.)
102.50%
max drawdown
3.88%
sharpe
ulcer index
1.20%
RMS drawdown
pain index
0.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.36%
cond. drawdown
gain/pain
4.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
4.00
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
6.19%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +6.19%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-spread-home-3pt5/bundle · venue execution: polymarket