TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will France 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 · “france · fifa · cup” (11 markets)
Top terms: francefifacupadvanceknockoutstages
- Will France win on 2026-06-16?66.5¢ YES · $87.9k 24h
- France vs. Senegal: O/U 2.550.5¢ YES · $44.9k 24h
- Will France advance to the knockout stages at the 2026 FIFA World Cup?97.6¢ YES · $76.8k 24h
- Will France, UK, or Germany strike Iran by June 30?1.3¢ YES · $98.7k 24h
- Will France win Group I in the 2026 FIFA World Cup?67.5¢ YES · $61.9k 24h
- ★ Will France win the 2026 FIFA World Cup?16.4¢ YES · $1.67M 24h
- Will Japan advance to the knockout stages at the 2026 FIFA World Cup?81.5¢ YES · $25.6k 24h
- Will Qatar advance to the knockout stages at the 2026 FIFA World Cup?24.5¢ YES · $35.8k 24h
- Will Scotland advance to the knockout stages at the 2026 FIFA World Cup?79.0¢ YES · $32.4k 24h
- Will Senegal win the 2026 FIFA World Cup?0.7¢ YES · $1.18M 24h
- Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?88.6¢ YES · $49.2k 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 |
|---|---|---|---|
| -2.202 | 169 | no rejection · independent | |
| -1.911 | 169 | no rejection · independent | |
| -1.750 | 169 | no rejection · independent | |
| -1.044 | 169 | no rejection · independent | |
| 0.755 | 169 | no rejection · independent | |
| 0.892 | 169 | no rejection · independent | |
| 1.111 | 169 | no rejection · independent | |
| 1.184 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-france-win-the-2026-fifa-world-cup-924 · fresh · feed 0s old24h sparkline · 60 pts▲ 2.49%
realized vol (ann.)
5.92%
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)
—
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
2.49%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +2.49%
Same bundle via M2M API:
/api/m2m/pm-will-france-win-the-2026-fifa-world-cup-924/bundle · venue execution: polymarket →