TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Spread: Mexico (-1.5)

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 · “mexico · korea · republic” (11 markets)

Top terms: mexicokorearepublicexactscoremarkets

§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
Mexico vs. Korea Republic: Mexico O/U 0.5-4.500169▲ cointegrated · pair candidate
Exact Score: Mexico 2 - 2 Korea Republic?-4.370169▲ cointegrated · pair candidate
Will Korea Republic win on 2026-06-18?-4.226169▲ cointegrated · pair candidate
Will Mexico win on 2026-06-18?-4.170169▲ cointegrated · pair candidate
Will Mexico vs. Korea Republic end in a draw?-4.135169▲ cointegrated · pair candidate
Exact Score: Mexico 3 - 3 Korea Republic?-3.933169▲ cointegrated · pair candidate
Exact Score: Mexico 2 - 3 Korea Republic?-3.921169▲ cointegrated · pair candidate
Mexico vs. Korea Republic: O/U 1.5-2.494169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-mex-kr-2026-06-18-spread-home-1pt5 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
34.63%
max drawdown
4.44%
sharpe
—
ulcer index
4.24%
RMS drawdown
pain index
4.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.44%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
1461
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-mex-kr-2026-06-18-spread-home-1pt5/bundle · venue execution: polymarket →