TF-IDF basket · Engle-Granger pairs · Polymarket

Related to LoL: Solary vs UCAM Esports Club (BO5) - EMEA Masters Playoffs

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 · “lol · game · eintracht” (11 markets)

Top terms: lolgameeintrachtspandausportsgalions

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · lol-sly-ucam1-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
238.63%
max drawdown
1.23%
sharpe
ulcer index
0.58%
RMS drawdown
pain index
0.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.12%
cond. drawdown
gain/pain
4.27
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
4.27
upside/downside
roll spread
1.9 bps
implied (price-only)
bars used
1197
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-sly-ucam1-2026-06-14/bundle · venue execution: polymarket