TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Brazil win 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 · “brazil · haiti · morocco” (9 markets)
Top terms: brazilhaitimoroccofifacupworld
- Will Brazil win on 2026-06-19?87.5¢ YES · $40.9k 24h
- Will Haiti win on 2026-06-19?3.9¢ YES · $27.8k 24h
- Spread: Brazil (-2.5)48.5¢ YES · $27.3k 24h
- Will Morocco win on 2026-06-19?55.5¢ YES · $30.9k 24h
- Will Brazil win Group C in the 2026 FIFA World Cup?59.5¢ YES · $44.7k 24h
- ★ Will Brazil win the 2026 FIFA World Cup?7.4¢ YES · $2.30M 24h
- Will Haiti win the 2026 FIFA World Cup?0.1¢ YES · $159.5k 24h
- Will Morocco win Group C in the 2026 FIFA World Cup?28.5¢ YES · $50.2k 24h
- Will Morocco win the 2026 FIFA World Cup?2.3¢ YES · $3.52M 24h
§2 · Engle-Granger cointegration screen (8 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 |
|---|---|---|---|
| -5.011 | 169 | ▲ cointegrated · pair candidate | |
| -4.905 | 169 | ▲ cointegrated · pair candidate | |
| -4.655 | 169 | ▲ cointegrated · pair candidate | |
| -2.785 | 169 | no rejection · independent | |
| -1.789 | 169 | no rejection · independent | |
| -1.721 | 169 | no rejection · independent | |
| -0.073 | 169 | no rejection · independent | |
| 0.752 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-brazil-win-the-2026-fifa-world-cup-183 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-will-brazil-win-the-2026-fifa-world-cup-183/bundle · venue execution: polymarket →