TF-IDF basket · Engle-Granger pairs · Polymarket
Related to LoL: Saigon Warriors vs Top Esports Challenger (BO3) - Asia Masters Last Chance Qualifier
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 · “saigon · warriors · lol” (5 markets)
Top terms: saigonwarriorslolktrolsterchallengers
- LoL: KT Rolster Challengers vs Saigon Warriors (BO3) - Asia Masters Last Chance Qualifier99.1¢ YES · $62.7k 24h
- Game Handicap: KT.C (-1.5) vs Saigon Warriors (+1.5)79.0¢ YES · $41.1k 24h
- LoL: KT Rolster Challengers vs Saigon Warriors - Game 1 Winner100.0¢ YES · $92.5k 24h
- LoL: KT Rolster Challengers vs Saigon Warriors - Game 2 Winner97.5¢ YES · $74.8k 24h
- ★ LoL: Saigon Warriors vs Top Esports Challenger (BO3) - Asia Masters Last Chance Qualifier41.0¢ YES · $29.5k 24h
§2 · Engle-Granger cointegration screen (4 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 |
|---|---|---|---|
| -4.511 | 45 | ▲ cointegrated · pair candidate | |
| -4.371 | 45 | ▲ cointegrated · pair candidate | |
| -4.201 | 45 | ▲ cointegrated · pair candidate | |
| -4.182 | 45 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · lol-sgw-tesc-2026-06-15 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
103.74%
max drawdown
6.82%
sharpe
—
ulcer index
5.19%
RMS drawdown
pain index
4.64%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.82%
cond. drawdown
gain/pain
0.38
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.38
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
774
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-lol-sgw-tesc-2026-06-15/bundle · venue execution: polymarket →