TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Valorant: EDward Gaming vs Leviatán Esports (BO5) - VCT Masters London Playoffs

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 · “valorant · masters · london” (2 markets)

Top terms: valorantmasterslondonedwardgamingleviat

★ Valorant: EDward Gaming vs Leviatán Esports (BO5) - VCT Masters London Playoffs31.5¢ YES · $344.2k 24h
Will EDward Gaming win Valorant Masters London 2026?11.3¢ YES · $30.1k 24h

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · val-edg1-lev1-2026-06-20 · fresh · feed 8s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

158.33%

max drawdown

10.77%

sharpe

—

ulcer index

6.18%

RMS drawdown

pain index

5.85%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

9.55%

cond. drawdown

gain/pain

0.85

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.85

upside/downside

roll spread

0.6 bps

implied (price-only)

bars used

1015

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-val-edg1-lev1-2026-06-20/bundle · venue execution: polymarket →