TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Exact Score: Sweden 1 - 0 Tunisia?

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 · tunisia · score” (31 markets)

Top terms: swedentunisiascoreexactmarketshalftime

§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
Will Sweden vs. Tunisia end in a draw?-7.055169▲ cointegrated · pair candidate
Exact Score: Sweden 0 - 0 Tunisia?-3.861169▲ cointegrated · pair candidate
Exact Score: Sweden 2 - 0 Tunisia?-3.828169▲ cointegrated · pair candidate
Exact Score: Sweden 1 - 1 Tunisia?-3.748169▲ cointegrated · pair candidate
Exact Score: Sweden 1 - 2 Tunisia?-3.723169▲ cointegrated · pair candidate
Exact Score: Sweden 0 - 1 Tunisia?-2.905169no rejection · independent
Exact Score: Sweden 2 - 1 Tunisia?-2.812169no rejection · independent
Exact Score: Sweden 1 - 3 Tunisia?-1.609169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-swe-tun-2026-06-14-exact-score-1-0 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
671.12%
max drawdown
99.67%
sharpe
ulcer index
62.86%
RMS drawdown
pain index
41.24%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.67%
cond. drawdown
gain/pain
0.25
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.25
upside/downside
roll spread
41.6 bps
implied (price-only)
bars used
778
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-swe-tun-2026-06-14-exact-score-1-0/bundle · venue execution: polymarket