TF-IDF basket · Engle-Granger pairs · Polymarket
Related to LoL: T1 vs Gen.G (BO5) - LCK Road to MSI
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 · “gen · t1 · lck” (5 markets)
Top terms: gent1lckroadmsibo5
- ★ LoL: T1 vs Gen.G (BO5) - LCK Road to MSI100.0¢ YES · $3.82M 24h
- Game Handicap: GEN (-1.5) vs T1 (+1.5)0.1¢ YES · $138.2k 24h
- Game Handicap: GEN (-2.5) vs T1 (+2.5)0.1¢ YES · $79.3k 24h
- Games Total: O/U 3.5100.0¢ YES · $116.0k 24h
- Games Total: O/U 4.5100.0¢ YES · $48.9k 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 |
|---|---|---|---|
| -5.874 | 27 | ▲ cointegrated · pair candidate | |
| -4.033 | 27 | ▲ cointegrated · pair candidate | |
| -3.090 | 27 | no rejection · independent | |
| -2.992 | 27 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · lol-t1-gen-2026-06-14 · fresh · feed 16s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2572.33%
max drawdown
53.06%
sharpe
—
ulcer index
20.77%
RMS drawdown
pain index
11.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
51.88%
cond. drawdown
gain/pain
1.70
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.70
upside/downside
roll spread
16.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-lol-t1-gen-2026-06-14/bundle · venue execution: polymarket →