TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will United States win on 2026-06-25?
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 · “rkiye · states · united” (3 markets)
Top terms: rkiyestatesunited2506win
- Will Türkiye vs. United States end in a draw?23.5¢ YES · $18.2k 24h
- Will Türkiye win on 2026-06-25?30.5¢ YES · $139.1k 24h
- ★ Will United States win on 2026-06-25?46.5¢ YES · $284.7k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -4.330 | 168 | ▲ cointegrated · pair candidate | |
| -2.735 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-tur-usa-2026-06-25-usa · fresh · feed 12s old24h sparkline · 60 pts▼ —
realized vol (ann.)
81.18%
max drawdown
2.11%
sharpe
—
ulcer index
2.02%
RMS drawdown
pain index
1.93%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.11%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
799
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-tur-usa-2026-06-25-usa/bundle · venue execution: polymarket →