TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Exact Score: Côte d'Ivoire 1 - 1 Ecuador?
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 · “ecuador · te · ivoire” (10 markets)
Top terms: ecuadorteivoiremarketsscoreboth
- Côte d'Ivoire vs. Ecuador: Both Teams to Score41.5¢ YES · $45.9k 24h
- Will Côte d'Ivoire win on 2026-06-14?29.5¢ YES · $1.49M 24h
- Will Côte d'Ivoire vs. Ecuador end in a draw?33.5¢ YES · $225.6k 24h
- Will Ecuador win on 2026-06-14?37.5¢ YES · $495.3k 24h
- ★ Exact Score: Côte d'Ivoire 1 - 1 Ecuador?17.0¢ YES · $47.1k 24h
- Spread: Ecuador (-1.5)15.5¢ YES · $51.1k 24h
- Côte d'Ivoire vs. Ecuador: O/U 1.559.5¢ YES · $192.0k 24h
- Côte d'Ivoire vs. Ecuador: O/U 2.530.5¢ YES · $172.4k 24h
- Netherlands vs. Japan: Both Teams to Score50.5¢ YES · $1.02M 24h
- Netherlands vs. Japan: Both Teams to Score in First Half15.5¢ YES · $35.2k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -4.492 | 169 | ▲ cointegrated · pair candidate | |
| -4.211 | 169 | ▲ cointegrated · pair candidate | |
| -3.975 | 169 | ▲ cointegrated · pair candidate | |
| -3.785 | 169 | ▲ cointegrated · pair candidate | |
| -3.777 | 169 | ▲ cointegrated · pair candidate | |
| -3.699 | 169 | ▲ cointegrated · pair candidate | |
| -3.622 | 169 | ▲ cointegrated · pair candidate | |
| -3.596 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-civ-ecu-2026-06-14-exact-score-1-1 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
191.06%
max drawdown
5.56%
sharpe
—
ulcer index
3.50%
RMS drawdown
pain index
2.21%
mean drawdown
mod. VaR 95%
0.10%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.56%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
98
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-civ-ecu-2026-06-14-exact-score-1-1/bundle · venue execution: polymarket →