TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Valorant: Leviatán Esports vs Team Heretics (BO3) - 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 · “lol · game · eintracht” (9 markets)

Top terms: lolgameeintrachtspandauplayoffsesports

§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-lev1-th1-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
737.26%
max drawdown
32.68%
sharpe
ulcer index
8.14%
RMS drawdown
pain index
5.39%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
23.25%
cond. drawdown
gain/pain
1.19
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.19
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-val-lev1-th1-2026-06-14/bundle · venue execution: polymarket