TF-IDF basket · Engle-Granger pairs · Polymarket

Related to O/U 2.5 Rounds

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 · “rounds · sports” (5 markets)

Top terms: roundssports

★ O/U 2.5 Rounds60.5¢ YES · $169.4k 24h
O/U 2.5 Rounds60.0¢ YES · $27.8k 24h
O/U 1.5 Rounds53.0¢ YES · $98.7k 24h
O/U 1.5 Rounds10.0¢ YES · $65.0k 24h
O/U 1.5 Rounds52.5¢ YES · $33.1k 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
O/U 1.5 Rounds	-8.104	169	▲ cointegrated · pair candidate
O/U 2.5 Rounds	-7.406	169	▲ cointegrated · pair candidate
O/U 1.5 Rounds	-7.164	169	▲ cointegrated · pair candidate
O/U 1.5 Rounds	-7.127	169	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · ufc-aie-sea1-2026-06-14-totals-2pt5 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

158.88%

max drawdown

5.51%

sharpe

—

ulcer index

3.44%

RMS drawdown

pain index

2.42%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

5.51%

cond. drawdown

gain/pain

1.14

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.14

upside/downside

roll spread

0.3 bps

implied (price-only)

bars used

644

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-ufc-aie-sea1-2026-06-14-totals-2pt5/bundle · venue execution: polymarket →