TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will France, UK, or Germany strike Iran by June 30?
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 · “france · advance · knockout” (12 markets)
Top terms: franceadvanceknockoutstagesfifacup
- Will France win on 2026-06-16?66.5¢ YES · $93.8k 24h
- France vs. Senegal: O/U 2.550.5¢ YES · $46.2k 24h
- Will France advance to the knockout stages at the 2026 FIFA World Cup?97.5¢ YES · $133.5k 24h
- ★ Will France, UK, or Germany strike Iran by June 30?1.5¢ YES · $80.1k 24h
- Will France win Group I in the 2026 FIFA World Cup?68.0¢ YES · $61.6k 24h
- Will France win the 2026 FIFA World Cup?16.2¢ YES · $1.74M 24h
- Will Japan advance to the knockout stages at the 2026 FIFA World Cup?81.5¢ YES · $31.9k 24h
- Will Morocco advance to the knockout stages at the 2026 FIFA World Cup?93.0¢ YES · $28.2k 24h
- Will Scotland advance to the knockout stages at the 2026 FIFA World Cup?79.0¢ YES · $24.8k 24h
- Will Senegal win the 2026 FIFA World Cup?0.7¢ YES · $1.56M 24h
- Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?88.3¢ YES · $46.3k 24h
- Will USA advance to the knockout stages at the 2026 FIFA World Cup?98.0¢ YES · $26.1k 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 |
|---|---|---|---|
| -3.519 | 169 | ▲ cointegrated · pair candidate | |
| -3.450 | 169 | ▲ cointegrated · pair candidate | |
| -3.427 | 169 | ▲ cointegrated · pair candidate | |
| -3.422 | 169 | ▲ cointegrated · pair candidate | |
| -3.361 | 169 | ▲ cointegrated · pair candidate | |
| -3.348 | 169 | ▲ cointegrated · pair candidate | |
| -3.282 | 169 | no rejection · independent | |
| -3.263 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-france-uk-or-germany-strike-iran-by-june-30-259 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
11.64%
max drawdown
6.90%
sharpe
—
ulcer index
3.24%
RMS drawdown
pain index
1.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.90%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
3.1 bps
implied (price-only)
bars used
454
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-france-uk-or-germany-strike-iran-by-june-30-259/bundle · venue execution: polymarket →