TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Japan leading at halftime?
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 · “netherlands · japan · score” (33 markets)
Top terms: netherlandsjapanscoreexactmarketshalftime
- Will Netherlands vs. Japan end in a draw?100.0¢ YES · $2.62M 24h
- Exact Score: Netherlands 0 - 0 Japan?0.1¢ YES · $167.6k 24h
- Exact Score: Netherlands 0 - 1 Japan?0.1¢ YES · $161.7k 24h
- Exact Score: Netherlands 0 - 2 Japan?0.1¢ YES · $68.2k 24h
- Exact Score: Netherlands 0 - 3 Japan?0.1¢ YES · $44.3k 24h
- Exact Score: Netherlands 1 - 0 Japan?0.1¢ YES · $248.0k 24h
- Exact Score: Netherlands 1 - 1 Japan?0.1¢ YES · $195.1k 24h
- Exact Score: Netherlands 1 - 2 Japan?0.1¢ YES · $223.9k 24h
- Exact Score: Netherlands 1 - 3 Japan?0.1¢ YES · $77.7k 24h
- Exact Score: Netherlands 2 - 0 Japan?0.1¢ YES · $166.6k 24h
- Exact Score: Netherlands 2 - 1 Japan?0.1¢ YES · $370.0k 24h
- Exact Score: Netherlands 2 - 2 Japan?100.0¢ YES · $237.0k 24h
- Exact Score: Netherlands 2 - 3 Japan?0.1¢ YES · $107.8k 24h
- Exact Score: Netherlands 3 - 0 Japan?0.1¢ YES · $121.3k 24h
- Exact Score: Netherlands 3 - 1 Japan?0.1¢ YES · $140.9k 24h
- Exact Score: Netherlands 3 - 2 Japan?0.1¢ YES · $144.8k 24h
- Exact Score: Netherlands 3 - 3 Japan?0.1¢ YES · $193.1k 24h
- Exact Score: Any Other Score?0.1¢ YES · $101.3k 24h
- ★ Japan leading at halftime?0.1¢ YES · $150.8k 24h
- Netherlands vs. Japan: Draw at halftime?100.0¢ YES · $245.3k 24h
- Netherlands leading at halftime?0.1¢ YES · $168.2k 24h
- Will Japan win on 2026-06-14?0.1¢ YES · $5.21M 24h
- Will Netherlands win on 2026-06-14?0.1¢ YES · $18.36M 24h
- Spread: Japan (-1.5)0.1¢ YES · $148.2k 24h
- Spread: Japan (-2.5)0.1¢ YES · $133.7k 24h
- Spread: Netherlands (-1.5)0.1¢ YES · $989.2k 24h
- Spread: Netherlands (-2.5)0.1¢ YES · $172.8k 24h
- Netherlands vs. Japan: O/U 0.5100.0¢ YES · $698.6k 24h
- Netherlands vs. Japan: O/U 1.5100.0¢ YES · $828.5k 24h
- Netherlands vs. Japan: O/U 2.5100.0¢ YES · $2.41M 24h
- Netherlands vs. Japan: O/U 3.5100.0¢ YES · $780.4k 24h
- Netherlands vs. Japan: O/U 4.50.1¢ YES · $747.1k 24h
- Netherlands vs. Japan: O/U 5.50.1¢ YES · $279.4k 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 |
|---|---|---|---|
| -10.087 | 169 | ▲ cointegrated · pair candidate | |
| -6.253 | 169 | ▲ cointegrated · pair candidate | |
| -5.963 | 169 | ▲ cointegrated · pair candidate | |
| -5.612 | 169 | ▲ cointegrated · pair candidate | |
| -5.558 | 169 | ▲ cointegrated · pair candidate | |
| -4.019 | 169 | ▲ cointegrated · pair candidate | |
| -1.178 | 169 | no rejection · independent | |
| -1.156 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-nld-jpn-2026-06-14-halftime-result-away · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
704.48%
max drawdown
99.76%
sharpe
—
ulcer index
76.34%
RMS drawdown
pain index
62.86%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.76%
cond. drawdown
gain/pain
0.02
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.02
upside/downside
roll spread
99.0 bps
implied (price-only)
bars used
533
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-nld-jpn-2026-06-14-halftime-result-away/bundle · venue execution: polymarket →