TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Texas Rangers vs. Boston Red Sox

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 · “texas · rangers · boston” (6 markets)

Top terms: texasrangersbostonredsoxspread

§2 · Engle-Granger cointegration screen (5 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
Texas Rangers vs. Boston Red Sox: O/U 12.5-8.64925▲ cointegrated · pair candidate
Texas Rangers vs. Boston Red Sox: O/U 9.5-7.07330▲ cointegrated · pair candidate
Spread: Texas Rangers (-3.5)-5.40025▲ cointegrated · pair candidate
Spread: Texas Rangers (-1.5)-4.50130▲ cointegrated · pair candidate
Spread: Boston Red Sox (-1.5)-3.30625no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · mlb-tex-bos-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1711.34%
max drawdown
21.43%
sharpe
—
ulcer index
5.49%
RMS drawdown
pain index
1.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
21.43%
cond. drawdown
gain/pain
3.10
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.10
upside/downside
roll spread
16.6 bps
implied (price-only)
bars used
981
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-mlb-tex-bos-2026-06-14/bundle · venue execution: polymarket →