TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Neymar play in the 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 · “play · giannis · antetokounmpo” (3 markets)

Top terms: playgiannisantetokounmpo27neymarsports

Will Giannis Antetokounmpo play for the Dallas Mavericks in 2026-27?0.6¢ YES · $252.9k 24h
Will Giannis Antetokounmpo play for the Los Angeles Clippers in 2026-27?0.1¢ YES · $60.8k 24h
★ Will Neymar play in the World Cup?91.0¢ YES · $48.5k 24h

§2 · Engle-Granger cointegration screen (2 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
Will Giannis Antetokounmpo play for the Los Angeles Clippers in 2026-27?	-3.374	168	▲ cointegrated · pair candidate
Will Giannis Antetokounmpo play for the Dallas Mavericks in 2026-27?	-3.356	168	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-neymar-play-in-the-world-cup · fresh · feed 10s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

74.78%

max drawdown

2.15%

sharpe

—

ulcer index

0.81%

RMS drawdown

pain index

0.47%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

2.15%

cond. drawdown

gain/pain

1.20

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.20

upside/downside

roll spread

0.1 bps

implied (price-only)

bars used

1020

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-neymar-play-in-the-world-cup/bundle · venue execution: polymarket →