TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Spread: Hurricanes (-1.5)
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 · “hurricanes · golden · knights” (4 markets)
Top terms: hurricanesgoldenknightsvegasnhlstanley
- Hurricanes vs. Golden Knights52.5¢ YES · $136.1k 24h
- ★ Spread: Hurricanes (-1.5)31.5¢ YES · $68.9k 24h
- Hurricanes vs. Golden Knights: O/U 5.555.5¢ YES · $123.6k 24h
- Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?20.8¢ YES · $123.4k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -3.392 | 69 | ▲ cointegrated · pair candidate | |
| -2.962 | 69 | no rejection · independent | |
| -2.110 | 69 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · nhl-car-las-2026-06-14-spread-away-1pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
667
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-nhl-car-las-2026-06-14-spread-away-1pt5/bundle · venue execution: polymarket →