TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Counter-Strike: Ursa vs GenOne (BO3) - CCT Europe Series #4 Group Stage
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 · “iem · cologne · major” (16 markets)
Top terms: iemcolognemajorwinner2026falcons
- Counter-Strike: Natus Vincere vs Team Falcons (BO3) - IEM Cologne Major Stage 30.1¢ YES · $3.01M 24h
- Counter-Strike: Natus Vincere vs Team Falcons - Map 2 Winner100.0¢ YES · $545.3k 24h
- Map Handicap: NAVI (-1.5) vs Team Falcons (+1.5)0.1¢ YES · $26.4k 24h
- Games Total: O/U 2.5100.0¢ YES · $36.1k 24h
- ★ Counter-Strike: Ursa vs GenOne (BO3) - CCT Europe Series #4 Group Stage100.0¢ YES · $239.2k 24h
- Will 9z win IEM Cologne Major 2026?1.1¢ YES · $55.0k 24h
- Will Aurora win IEM Cologne Major 2026?2.8¢ YES · $66.1k 24h
- Will BetBoom win IEM Cologne Major 2026?1.1¢ YES · $75.8k 24h
- Will Falcons win IEM Cologne Major 2026?8.5¢ YES · $59.2k 24h
- Will FURIA win IEM Cologne Major 2026?8.6¢ YES · $48.3k 24h
- Will FUT win IEM Cologne Major 2026?1.4¢ YES · $156.5k 24h
- Will G2 win IEM Cologne Major 2026?1.3¢ YES · $37.1k 24h
- Will Natus Vincere win IEM Cologne Major 2026?5.1¢ YES · $56.3k 24h
- Will Team Spirit win IEM Cologne Major 2026?27.5¢ YES · $56.4k 24h
- Will The MongolZ win IEM Cologne Major 2026?2.0¢ YES · $103.1k 24h
- Will Vitality win IEM Cologne Major 2026?42.5¢ YES · $42.2k 24h
§2 · Engle-Granger cointegration screen (4 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 |
|---|---|---|---|
| -2.149 | 47 | no rejection · independent | |
| -1.814 | 47 | no rejection · independent | |
| -0.951 | 47 | no rejection · independent | |
| -0.568 | 47 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · cs2-ursa-g1-2026-06-14 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
3760.06%
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
61.1 bps
implied (price-only)
bars used
313
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-cs2-ursa-g1-2026-06-14/bundle · venue execution: polymarket →