TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Spread: Japan (-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 · “japan · netherlands · score” (28 markets)

Top terms: japannetherlandsscoreexactmarketsspread

Will Netherlands vs. Japan end in a draw?28.5¢ YES · $412.6k 24h
Exact Score: Netherlands 0 - 0 Japan?8.5¢ YES · $45.3k 24h
Exact Score: Netherlands 0 - 1 Japan?8.5¢ YES · $44.1k 24h
Exact Score: Netherlands 0 - 2 Japan?4.2¢ YES · $42.2k 24h
Exact Score: Netherlands 0 - 3 Japan?1.4¢ YES · $31.1k 24h
Exact Score: Netherlands 1 - 0 Japan?11.5¢ YES · $55.4k 24h
Exact Score: Netherlands 1 - 1 Japan?14.5¢ YES · $112.7k 24h
Exact Score: Netherlands 1 - 2 Japan?7.5¢ YES · $155.6k 24h
Exact Score: Netherlands 1 - 3 Japan?2.1¢ YES · $46.7k 24h
Exact Score: Netherlands 2 - 0 Japan?9.5¢ YES · $55.9k 24h
Exact Score: Netherlands 2 - 1 Japan?10.5¢ YES · $226.8k 24h
Exact Score: Netherlands 2 - 2 Japan?5.9¢ YES · $54.3k 24h
Exact Score: Netherlands 2 - 3 Japan?2.6¢ YES · $61.0k 24h
Exact Score: Netherlands 3 - 0 Japan?3.7¢ YES · $43.4k 24h
Exact Score: Netherlands 3 - 1 Japan?4.8¢ YES · $48.9k 24h
Exact Score: Netherlands 3 - 2 Japan?2.9¢ YES · $56.3k 24h
Exact Score: Netherlands 3 - 3 Japan?1.5¢ YES · $141.4k 24h
Exact Score: Any Other Score?7.5¢ YES · $53.6k 24h
Will Japan win on 2026-06-14?26.5¢ YES · $1.80M 24h
Will Netherlands win on 2026-06-14?46.5¢ YES · $5.01M 24h
★ Spread: Japan (-1.5)9.5¢ YES · $52.0k 24h
Spread: Japan (-2.5)2.7¢ YES · $46.8k 24h
Spread: Netherlands (-1.5)23.5¢ YES · $255.0k 24h
Netherlands vs. Japan: Japan O/U 0.567.5¢ YES · $28.9k 24h
Netherlands vs. Japan: O/U 0.591.5¢ YES · $57.0k 24h
Netherlands vs. Japan: O/U 1.572.5¢ YES · $53.9k 24h
Netherlands vs. Japan: O/U 2.546.5¢ YES · $433.7k 24h
Netherlands vs. Japan: O/U 3.525.5¢ YES · $47.8k 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
Exact Score: Netherlands 0 - 0 Japan?	-4.692	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 1 Japan?	-4.680	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 1 - 2 Japan?	-4.667	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 2 Japan?	-4.607	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 1 - 0 Japan?	-4.560	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 3 Japan?	-4.522	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 1 - 1 Japan?	-4.476	169	▲ cointegrated · pair candidate
Will Netherlands vs. Japan end in a draw?	-4.418	169	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-spread-away-1pt5 · fresh · feed 0s old

realized vol (ann.)

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max drawdown

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sharpe

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ulcer index

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RMS drawdown

pain index

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mean drawdown

mod. VaR 95%

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Cornish-Fisher

martin ratio

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ret / ulcer

CDaR 95%

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cond. drawdown

gain/pain

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Σgain / Σ|loss|

sterling

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ret / CDaR

omega (θ=0)

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upside/downside

roll spread

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implied (price-only)

bars used

insufficient

spread

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24h Δ

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flow lean

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carry

flat

signalNEUTRALconfidence 0%

insufficient history for risk metrics — directional read only

Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-spread-away-1pt5/bundle · venue execution: polymarket →