TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Exact Score: Netherlands 3 - 3 Japan?

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 · “japan · netherlands · exact” (38 markets)

Top terms: japannetherlandsexactscoremarketsspread

§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
Exact Score: Netherlands 0 - 2 Japan?-7.503169▲ cointegrated · pair candidate
Will Netherlands vs. Japan end in a draw?-5.889169▲ cointegrated · pair candidate
Netherlands vs. Japan: O/U 9.5 Total Corners-4.31496▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 1 Japan?-3.362169▲ cointegrated · pair candidate
Exact Score: Netherlands 1 - 0 Japan?-2.833169no rejection · independent
Netherlands vs. Japan: O/U 8.5 Total Corners-2.58696no rejection · independent
Exact Score: Netherlands 0 - 3 Japan?-2.545169no rejection · independent
Exact Score: Netherlands 0 - 0 Japan?-2.472169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-exact-score-3-3 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
129.04%
max drawdown
30.00%
sharpe
ulcer index
21.30%
RMS drawdown
pain index
16.38%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
30.00%
cond. drawdown
gain/pain
2.56
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.56
upside/downside
roll spread
69.3 bps
implied (price-only)
bars used
140
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-exact-score-3-3/bundle · venue execution: polymarket