TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Mexico 2 - 3 Korea Republic?
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 · “mexico · korea · republic” (13 markets)
Top terms: mexicokorearepublicexactscoremarkets
- Will Mexico vs. Korea Republic end in a draw?29.5¢ YES · $133.3k 24h
- Exact Score: Mexico 1 - 3 Korea Republic?1.9¢ YES · $21.4k 24h
- Exact Score: Mexico 2 - 2 Korea Republic?5.5¢ YES · $29.2k 24h
- ★ Exact Score: Mexico 2 - 3 Korea Republic?2.5¢ YES · $31.3k 24h
- Exact Score: Mexico 3 - 2 Korea Republic?2.9¢ YES · $22.4k 24h
- Exact Score: Mexico 3 - 3 Korea Republic?1.7¢ YES · $36.2k 24h
- Will Korea Republic win on 2026-06-18?24.5¢ YES · $422.8k 24h
- Will Mexico win on 2026-06-18?47.5¢ YES · $364.9k 24h
- Spread: Mexico (-1.5)21.5¢ YES · $154.3k 24h
- Mexico vs. Korea Republic: Mexico O/U 0.577.5¢ YES · $100.1k 24h
- Mexico vs. Korea Republic: O/U 1.568.5¢ YES · $26.9k 24h
- Mexico vs. Korea Republic: O/U 2.542.5¢ YES · $100.7k 24h
- Mexico vs. Korea Republic: O/U 3.522.5¢ YES · $22.1k 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 |
|---|---|---|---|
| -5.984 | 169 | ▲ cointegrated · pair candidate | |
| -5.693 | 169 | ▲ cointegrated · pair candidate | |
| -4.586 | 169 | ▲ cointegrated · pair candidate | |
| -4.577 | 169 | ▲ cointegrated · pair candidate | |
| -4.303 | 169 | ▲ cointegrated · pair candidate | |
| -4.270 | 169 | ▲ cointegrated · pair candidate | |
| -4.218 | 169 | ▲ cointegrated · pair candidate | |
| -4.191 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-mex-kr-2026-06-18-exact-score-2-3 · fresh · feed 11s old24h sparkline · 60 pts▼ —
realized vol (ann.)
6.88%
max drawdown
3.92%
sharpe
—
ulcer index
0.54%
RMS drawdown
pain index
0.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.08%
cond. drawdown
gain/pain
3.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.50
upside/downside
roll spread
2.0 bps
implied (price-only)
bars used
1016
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-mex-kr-2026-06-18-exact-score-2-3/bundle · venue execution: polymarket →