TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Spread: Netherlands (-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 · “sweden · netherlands · exact” (28 markets)
Top terms: swedennetherlandsexactscoremarketsspread
- Will Netherlands vs. Sweden end in a draw?23.5¢ YES · $309.5k 24h
- Exact Score: Netherlands 0 - 0 Sweden?4.5¢ YES · $46.2k 24h
- Exact Score: Netherlands 0 - 1 Sweden?4.5¢ YES · $26.1k 24h
- Exact Score: Netherlands 1 - 0 Sweden?9.5¢ YES · $38.2k 24h
- Exact Score: Netherlands 1 - 1 Sweden?11.5¢ YES · $42.0k 24h
- Exact Score: Netherlands 1 - 2 Sweden?5.5¢ YES · $43.8k 24h
- Exact Score: Netherlands 2 - 0 Sweden?9.5¢ YES · $30.9k 24h
- Exact Score: Netherlands 2 - 1 Sweden?11.5¢ YES · $70.4k 24h
- Exact Score: Netherlands 2 - 2 Sweden?6.5¢ YES · $31.5k 24h
- Exact Score: Netherlands 2 - 3 Sweden?2.5¢ YES · $31.2k 24h
- Exact Score: Netherlands 3 - 1 Sweden?7.5¢ YES · $44.4k 24h
- Exact Score: Netherlands 3 - 2 Sweden?4.9¢ YES · $78.2k 24h
- Exact Score: Netherlands 3 - 3 Sweden?2.3¢ YES · $62.5k 24h
- Netherlands vs. Sweden: 1st Half O/U 1.538.5¢ YES · $90.5k 24h
- Will Netherlands win on 2026-06-20?56.5¢ YES · $1.68M 24h
- Spread: Sweden (-1.5)6.9¢ YES · $50.3k 24h
- Spread: Sweden (-2.5)1.9¢ YES · $23.1k 24h
- Spread: Netherlands (-1.5)32.5¢ YES · $102.0k 24h
- ★ Spread: Netherlands (-2.5)15.5¢ YES · $38.1k 24h
- Will Sweden win on 2026-06-20?19.5¢ YES · $505.3k 24h
- Netherlands vs. Sweden: Sweden O/U 0.568.5¢ YES · $62.3k 24h
- Netherlands vs. Sweden: Sweden O/U 1.530.5¢ YES · $36.3k 24h
- Netherlands vs. Sweden: O/U 0.595.5¢ YES · $39.0k 24h
- Netherlands vs. Sweden: O/U 1.582.5¢ YES · $195.1k 24h
- Netherlands vs. Sweden: O/U 2.559.5¢ YES · $424.1k 24h
- Netherlands vs. Sweden: O/U 3.536.5¢ YES · $109.6k 24h
- Netherlands vs. Sweden: O/U 4.519.5¢ YES · $48.4k 24h
- Netherlands vs. Sweden: O/U 5.58.8¢ YES · $22.1k 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 |
|---|---|---|---|
| -6.235 | 168 | ▲ cointegrated · pair candidate | |
| -5.775 | 168 | ▲ cointegrated · pair candidate | |
| -5.436 | 168 | ▲ cointegrated · pair candidate | |
| -4.581 | 168 | ▲ cointegrated · pair candidate | |
| -4.455 | 168 | ▲ cointegrated · pair candidate | |
| -4.037 | 168 | ▲ cointegrated · pair candidate | |
| -4.024 | 168 | ▲ cointegrated · pair candidate | |
| -3.970 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-nld-swe-2026-06-20-spread-home-2pt5 · fresh · feed 18s old24h sparkline · 60 pts▼ —
realized vol (ann.)
41.52%
max drawdown
6.45%
sharpe
—
ulcer index
6.14%
RMS drawdown
pain index
5.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.45%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.4 bps
implied (price-only)
bars used
1017
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-nld-swe-2026-06-20-spread-home-2pt5/bundle · venue execution: polymarket →