TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Aurora win IEM Cologne Major 2026?

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 · “iem · cologne · major” (23 markets)

Top terms: iemcolognemajorwinnercounterstrike

§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 · will-aurora-win-iem-cologne-major-2026 · fresh · feed 0s old
24h sparkline · 60 pts▲ 180.95%
realized vol (ann.)
30.39%
max drawdown
10.34%
sharpe
—
ulcer index
4.21%
RMS drawdown
pain index
1.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.34%
cond. drawdown
gain/pain
12.33
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
12.33
upside/downside
roll spread
10.9 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
180.95%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +180.95%
Same bundle via M2M API: /api/m2m/pm-will-aurora-win-iem-cologne-major-2026/bundle · venue execution: polymarket →