TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Mexico 3 - 2 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 · republic · korea” (16 markets)
Top terms: mexicorepublickoreaexactscoremarkets
- Will Mexico vs. Korea Republic end in a draw?29.5¢ YES · $201.5k 24h
- Exact Score: Mexico 1 - 2 Korea Republic?6.5¢ YES · $23.6k 24h
- Exact Score: Mexico 1 - 3 Korea Republic?2.1¢ YES · $27.8k 24h
- Exact Score: Mexico 2 - 1 Korea Republic?11.5¢ YES · $25.8k 24h
- Exact Score: Mexico 2 - 2 Korea Republic?6.0¢ YES · $40.4k 24h
- Exact Score: Mexico 2 - 3 Korea Republic?2.1¢ YES · $44.3k 24h
- Exact Score: Mexico 3 - 1 Korea Republic?4.3¢ YES · $28.8k 24h
- ★ Exact Score: Mexico 3 - 2 Korea Republic?2.9¢ YES · $53.2k 24h
- Exact Score: Mexico 3 - 3 Korea Republic?2.1¢ YES · $49.0k 24h
- Will Korea Republic win on 2026-06-18?24.5¢ YES · $500.4k 24h
- Will Mexico win on 2026-06-18?46.5¢ YES · $697.9k 24h
- Spread: Mexico (-1.5)21.5¢ YES · $155.3k 24h
- Mexico vs. Korea Republic: Mexico O/U 0.578.0¢ YES · $120.2k 24h
- Mexico vs. Korea Republic: O/U 1.569.5¢ YES · $48.2k 24h
- Mexico vs. Korea Republic: O/U 2.542.5¢ YES · $116.6k 24h
- Mexico vs. Korea Republic: O/U 3.522.5¢ YES · $29.5k 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 |
|---|---|---|---|
| -10.507 | 169 | ▲ cointegrated · pair candidate | |
| -9.957 | 169 | ▲ cointegrated · pair candidate | |
| -5.297 | 169 | ▲ cointegrated · pair candidate | |
| -5.226 | 169 | ▲ cointegrated · pair candidate | |
| -3.992 | 169 | ▲ cointegrated · pair candidate | |
| -3.990 | 169 | ▲ cointegrated · pair candidate | |
| -3.988 | 169 | ▲ cointegrated · pair candidate | |
| -3.815 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-mex-kr-2026-06-18-exact-score-3-2 · fresh · feed 18s old24h sparkline · 60 pts▼ —
realized vol (ann.)
42.26%
max drawdown
21.54%
sharpe
—
ulcer index
8.27%
RMS drawdown
pain index
5.95%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.72%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
1.8 bps
implied (price-only)
bars used
583
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-3-2/bundle · venue execution: polymarket →