TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Australia win on 2026-06-19?
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 · “australia · states · united” (2 markets)
Top terms: australiastatesunited0619win
- ★ Will Australia win on 2026-06-19?17.5¢ YES · $142.0k 24h
- Will United States win on 2026-06-19?60.5¢ YES · $148.4k 24h
§2 · Engle-Granger cointegration screen (1 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 |
|---|---|---|---|
| -2.720 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-usa-aus-2026-06-19-aus · fresh · feed 1s old24h sparkline · 60 pts▼ -5.41%
realized vol (ann.)
29.60%
max drawdown
5.41%
sharpe
—
ulcer index
3.87%
RMS drawdown
pain index
2.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.41%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-5.41%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -5.41%
Same bundle via M2M API:
/api/m2m/pm-fifwc-usa-aus-2026-06-19-aus/bundle · venue execution: polymarket →