TF-IDF basket · Engle-Granger pairs · Polymarket

Related to New York Yankees vs. Toronto Blue Jays

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 · “york · new · yankees” (3 markets)

Top terms: yorknewyankeesbluejaystoronto

★ New York Yankees vs. Toronto Blue Jays53.0¢ YES · $517.3k 24h
New York Yankees vs. Toronto Blue Jays: O/U 8.542.5¢ YES · $41.6k 24h
Washington Mystics vs. New York Liberty14.5¢ YES · $131.0k 24h

§2 · Engle-Granger cointegration screen (2 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
New York Yankees vs. Toronto Blue Jays: O/U 8.5	-6.487	26	▲ cointegrated · pair candidate
Washington Mystics vs. New York Liberty	-1.680	151	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · mlb-nyy-tor-2026-06-14 · fresh · feed 0s old

realized vol (ann.)

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max drawdown

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sharpe

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ulcer index

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RMS drawdown

pain index

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mean drawdown

mod. VaR 95%

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Cornish-Fisher

martin ratio

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ret / ulcer

CDaR 95%

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cond. drawdown

gain/pain

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Σgain / Σ|loss|

sterling

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ret / CDaR

omega (θ=0)

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upside/downside

roll spread

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implied (price-only)

bars used

insufficient

spread

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24h Δ

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flow lean

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carry

flat

signalNEUTRALconfidence 0%

insufficient history for risk metrics — directional read only

Same bundle via M2M API: /api/m2m/pm-mlb-nyy-tor-2026-06-14/bundle · venue execution: polymarket →