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
- LoL: Galions vs Eintracht Spandau (BO5) - EMEA Masters Playoffs86.5¢ YES · $73.8k 24h
- Game Handicap: GAL (-1.5) vs Eintracht Spandau (+1.5)49.0¢ YES · $29.6k 24h
- LoL: Galions vs Eintracht Spandau - Game 1 Winner100.0¢ YES · $49.6k 24h
- LoL: Galions vs Eintracht Spandau - Game 2 Winner43.5¢ YES · $68.6k 24h
- LoL: LYON vs Team Liquid (BO5) - LCS Playoffs54.5¢ YES · $171.3k 24h
- LoL: Solary vs UCAM Esports Club (BO5) - EMEA Masters Playoffs97.5¢ YES · $40.3k 24h
- Game Handicap: SLY (-2.5) vs UCAM Esports Club (+2.5)48.5¢ YES · $32.0k 24h
- Valorant: G2 Esports vs FUT Esports (BO3) - VCT Masters London Playoffs62.5¢ YES · $39.8k 24h
- ★ Valorant: Leviatán Esports vs Team Heretics (BO3) - VCT Masters London Playoffs80.0¢ YES · $454.2k 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-lev1-th1-2026-06-14 · fresh · feed 0s old24h 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 →