TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Spread: Brazil (-2.5)

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 · “brazil · haiti · win” (8 markets)

Top terms: brazilhaitiwinfifacupworld

§2 · Engle-Granger cointegration screen (7 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 Morocco win on 2026-06-19?-3.429169▲ cointegrated · pair candidate
Will Brazil win the 2026 FIFA World Cup?-3.223169no rejection · independent
Will Brazil win Group C in the 2026 FIFA World Cup?-2.981169no rejection · independent
Will Brazil win on 2026-06-19?-1.655169no rejection · independent
Spread: Brazil (-4.5)-0.78543no rejection · independent
Will Haiti win on 2026-06-19?-0.392169no rejection · independent
Will Haiti win the 2026 FIFA World Cup?-0.001169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-bra-hai-2026-06-19-spread-home-2pt5 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-fifwc-bra-hai-2026-06-19-spread-home-2pt5/bundle · venue execution: polymarket →