TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will there be 40+ missed penalties during 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 · “fifa · cup · world” (55 markets)

Top terms: fifacupworldsports2026win

§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 Bruno Fernandes be the top goalscorer at the 2026 FIFA World Cup?-61.463167▲ cointegrated · pair candidate
Will Algeria win the 2026 FIFA World Cup?-60.078167▲ cointegrated · pair candidate
Will Cape Verde win the 2026 FIFA World Cup?-60.078167▲ cointegrated · pair candidate
Will Bukayo Saka be the top goalscorer at the 2026 FIFA World Cup?-59.405167▲ cointegrated · pair candidate
Will Belgium win the 2026 FIFA World Cup?-57.445167▲ cointegrated · pair candidate
Will Australia win the 2026 FIFA World Cup?-55.596167▲ cointegrated · pair candidate
Will Brazil win the 2026 FIFA World Cup?-52.730167▲ cointegrated · pair candidate
Will Canada win the 2026 FIFA World Cup?-44.121167▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-there-be-40-missed-penalties-during-the-2026-fifa-world-cup-20260610205750580 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
19.35%
max drawdown
35.00%
sharpe
—
ulcer index
31.87%
RMS drawdown
pain index
29.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
35.00%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
14.6 bps
implied (price-only)
bars used
586
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-there-be-40-missed-penalties-during-the-2026-fifa-world-cup-20260610205750580/bundle · venue execution: polymarket →