TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will France win Group I 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 · “france · senegal · fifa” (6 markets)

Top terms: francesenegalfifacupworldwin

§2 · Engle-Granger cointegration screen (5 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.

Peert-statnVerdict
France vs. Senegal: O/U 2.5-5.725169▲ cointegrated · pair candidate
Will France win the 2026 FIFA World Cup?-4.854169▲ cointegrated · pair candidate
Will France win on 2026-06-16?-3.630169▲ cointegrated · pair candidate
Will Senegal win the 2026 FIFA World Cup?-3.619169▲ cointegrated · pair candidate
Will France, UK, or Germany strike Iran by June 30?-3.593169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-france-win-group-i-in-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
48.84%
max drawdown
0.74%
sharpe
—
ulcer index
0.06%
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
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1103
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-france-win-group-i-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →