TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Netherlands vs. Japan: Japan O/U 0.5

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 · “netherlands · japan · score” (43 markets)

Top terms: netherlandsjapanscoreexactmarketshalftime

§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
Netherlands vs. Japan: O/U 8.5 Total Corners-13.26197▲ cointegrated · pair candidate
Netherlands vs. Japan: O/U 9.5 Total Corners-11.13297▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 3 Japan?-4.845121▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 2 Japan?-4.747121▲ cointegrated · pair candidate
Exact Score: Netherlands 0 - 1 Japan?-3.336121no rejection · independent
Exact Score: Netherlands 1 - 0 Japan?-3.222121no rejection · independent
Will Netherlands vs. Japan end in a draw?-2.904121no rejection · independent
Exact Score: Netherlands 0 - 0 Japan?-2.323121no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-team-total-away-0pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3896.02%
max drawdown
33.83%
sharpe
—
ulcer index
19.72%
RMS drawdown
pain index
13.73%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
33.83%
cond. drawdown
gain/pain
2.47
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.47
upside/downside
roll spread
29.2 bps
implied (price-only)
bars used
377
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-team-total-away-0pt5/bundle · venue execution: polymarket →