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

§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.

Peert-statnVerdict
LoL: KT Rolster Challengers vs Saigon Warriors - Game 1 Winner-4.51145▲ cointegrated · pair candidate
Game Handicap: KT.C (-1.5) vs Saigon Warriors (+1.5)-4.37145▲ cointegrated · pair candidate
LoL: KT Rolster Challengers vs Saigon Warriors - Game 2 Winner-4.20145▲ cointegrated · pair candidate
LoL: KT Rolster Challengers vs Saigon Warriors (BO3) - Asia Masters Last Chance Qualifier-4.18245▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · lol-sgw-tesc-2026-06-15 · fresh · feed 0s old
24h 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