TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Mexico vs. Korea Republic: Both Teams to Score

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 · “canada · qatar · markets” (11 markets)

Top terms: canadaqatarmarketsbothteamsspread

§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
Spread: Canada (-3.5)-2.718137no rejection · independent
Canada vs. Qatar: Both Teams to Score-1.677169no rejection · independent
Canada vs. Qatar: O/U 1.5-0.684169no rejection · independent
Spread: Canada (-1.5)-0.419169no rejection · independent
Canada vs. Qatar: O/U 2.5-0.280169no rejection · independent
Will Qatar win on 2026-06-18?0.148169no rejection · independent
Will Canada win on 2026-06-18?0.231169no rejection · independent
Will Canada vs. Qatar end in a draw?0.299169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-mex-kr-2026-06-18-btts · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
59.64%
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)
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1967
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-mex-kr-2026-06-18-btts/bundle · venue execution: polymarket