TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Mexico vs. Korea Republic: O/U 2.5
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
- Will Mexico vs. Korea Republic end in a draw?29.5¢ YES · $125.6k 24h
- Exact Score: Mexico 2 - 2 Korea Republic?5.5¢ YES · $26.4k 24h
- Exact Score: Mexico 2 - 3 Korea Republic?2.5¢ YES · $26.0k 24h
- Exact Score: Mexico 3 - 3 Korea Republic?1.6¢ YES · $31.3k 24h
- Will Korea Republic win on 2026-06-18?24.5¢ YES · $409.6k 24h
- Will Mexico win on 2026-06-18?47.5¢ YES · $345.0k 24h
- Spread: Mexico (-1.5)21.5¢ YES · $153.4k 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 · $25.6k 24h
- ★ Mexico vs. Korea Republic: O/U 2.541.5¢ YES · $98.4k 24h
- Mexico vs. Korea Republic: O/U 3.521.5¢ YES · $20.6k 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 |
|---|---|---|---|
| -4.863 | 169 | ▲ cointegrated · pair candidate | |
| -4.789 | 169 | ▲ cointegrated · pair candidate | |
| -3.710 | 169 | ▲ cointegrated · pair candidate | |
| -3.358 | 169 | ▲ cointegrated · pair candidate | |
| -3.252 | 169 | no rejection · independent | |
| -2.930 | 169 | no rejection · independent | |
| -2.782 | 169 | no rejection · independent | |
| -2.688 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-mex-kr-2026-06-18-total-2pt5 · fresh · feed 15s old24h sparkline · 60 pts▼ —
realized vol (ann.)
36.89%
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
0.4 bps
implied (price-only)
bars used
1288
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-mex-kr-2026-06-18-total-2pt5/bundle · venue execution: polymarket →