TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Morocco advance to the knockout stages at 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 · “australia · paraguay · cup” (13 markets)
Top terms: australiaparaguaycupworldadvanceknockout
- ICC T20 World Cup, Women: Australia vs Netherlands98.5¢ YES · $27.8k 24h
- Will Australia win on 2026-06-25?24.5¢ YES · $16.0k 24h
- Will Paraguay vs. Australia end in a draw?41.5¢ YES · $176.5k 24h
- Will Paraguay win on 2026-06-25?34.5¢ YES · $26.2k 24h
- Paraguay vs. Australia: O/U 0.582.0¢ YES · $17.1k 24h
- Will Australia advance to the knockout stages at the 2026 FIFA World Cup?89.0¢ YES · $30.4k 24h
- Will Australia win Group D in the 2026 FIFA World Cup?0.1¢ YES · $70.9k 24h
- Will Australia win the 2026 FIFA World Cup?0.4¢ YES · $768.2k 24h
- Will Croatia advance to the knockout stages at the 2026 FIFA World Cup?74.5¢ YES · $27.6k 24h
- ★ Will Morocco advance to the knockout stages at the 2026 FIFA World Cup?99.9¢ YES · $39.2k 24h
- Will Paraguay win the 2026 FIFA World Cup?0.1¢ YES · $3.08M 24h
- Will Scotland advance to the knockout stages at the 2026 FIFA World Cup?66.5¢ YES · $63.0k 24h
- Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?99.9¢ YES · $69.3k 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 |
|---|---|---|---|
| -3.396 | 168 | ▲ cointegrated · pair candidate | |
| -3.079 | 168 | no rejection · independent | |
| -3.040 | 168 | no rejection · independent | |
| -1.842 | 168 | no rejection · independent | |
| -1.517 | 168 | no rejection · independent | |
| -1.246 | 168 | no rejection · independent | |
| -0.774 | 168 | no rejection · independent | |
| 0.070 | 64 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup · fresh · feed 12s old24h sparkline · 60 pts▼ —
realized vol (ann.)
6.81%
max drawdown
0.05%
sharpe
—
ulcer index
0.02%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.05%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
567
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket →