TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Argentina win Group J in the 2026 FIFA World Cup?
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 · “argentina · france · fifa” (7 markets)
Top terms: argentinafrancefifacupworldsports
- Will Argentina win on 2026-06-22?61.5¢ YES · $86.1k 24h
- Will France win on 2026-06-22?88.5¢ YES · $23.9k 24h
- ★ Will Argentina win Group J in the 2026 FIFA World Cup?83.5¢ YES · $35.1k 24h
- Will Argentina win the 2026 FIFA World Cup?11.8¢ YES · $2.53M 24h
- Will Austria win the 2026 FIFA World Cup?0.4¢ YES · $2.16M 24h
- Will France win Group I in the 2026 FIFA World Cup?76.0¢ YES · $38.8k 24h
- Will France win the 2026 FIFA World Cup?18.4¢ YES · $1.29M 24h
§2 · Engle-Granger cointegration screen (6 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 |
|---|---|---|---|
| -3.752 | 169 | ▲ cointegrated · pair candidate | |
| -2.830 | 169 | no rejection · independent | |
| -2.061 | 169 | no rejection · independent | |
| -1.377 | 169 | no rejection · independent | |
| -0.735 | 169 | no rejection · independent | |
| -0.608 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-argentina-win-group-j-in-the-2026-fifa-world-cup · fresh · feed 16s old24h sparkline · 60 pts▼ -2.34%
realized vol (ann.)
41.85%
max drawdown
2.34%
sharpe
—
ulcer index
1.14%
RMS drawdown
pain index
0.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.34%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-2.34%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -2.34%
Same bundle via M2M API:
/api/m2m/pm-will-argentina-win-group-j-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →