TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Netherlands win Group F 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 · “cup · world · fifa” (51 markets)

Top terms: cupworldfifasports2026win

§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.

Peert-statnVerdict
Will Australia win the 2026 FIFA World Cup?0.741169no rejection · independent
Will Colombia win the 2026 FIFA World Cup?1.993169no rejection · independent
Will Amad Diallo be the top goalscorer at the 2026 FIFA World Cup?2.662169no rejection · independent
Will Austria win the 2026 FIFA World Cup?2.801169no rejection · independent
Will Bosnia-Herzegovina win the 2026 FIFA World Cup?2.842169no rejection · independent
Will Cape Verde win the 2026 FIFA World Cup?2.842169no rejection · independent
Will Antoine Semenyo be the top goalscorer at the 2026 FIFA World Cup?2.856169no rejection · independent
Will Asia (AFC) win the 2026 FIFA World Cup?2.932169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-netherlands-win-group-f-in-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
858.09%
max drawdown
34.04%
sharpe
—
ulcer index
31.20%
RMS drawdown
pain index
29.75%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.04%
cond. drawdown
gain/pain
0.08
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.08
upside/downside
roll spread
8.0 bps
implied (price-only)
bars used
1218
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-netherlands-win-group-f-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →