TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Germany vs. Curaçao: Both Teams to Score
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” (12 markets)
Top terms: ecuadorteivoiremarketsbothteams
- Côte d'Ivoire vs. Ecuador: Both Teams to Score41.5¢ YES · $38.7k 24h
- Will Côte d'Ivoire win on 2026-06-14?29.5¢ YES · $2.55M 24h
- Will Côte d'Ivoire vs. Ecuador end in a draw?33.5¢ YES · $266.4k 24h
- Will Ecuador win on 2026-06-14?37.5¢ YES · $600.0k 24h
- Exact Score: Côte d'Ivoire 1 - 1 Ecuador?16.0¢ YES · $43.8k 24h
- Spread: Ecuador (-1.5)15.5¢ YES · $39.9k 24h
- Côte d'Ivoire vs. Ecuador: O/U 1.559.5¢ YES · $126.6k 24h
- Côte d'Ivoire vs. Ecuador: O/U 2.530.5¢ YES · $67.3k 24h
- Will Curaçao win on 2026-06-20?6.6¢ YES · $33.3k 24h
- ★ Germany vs. Curaçao: Both Teams to Score100.0¢ YES · $400.1k 24h
- Germany vs. Curaçao: Both Teams to Score in First Half100.0¢ YES · $32.1k 24h
- Netherlands vs. Japan: Both Teams to Score53.5¢ YES · $564.5k 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 |
|---|---|---|---|
| -3.003 | 169 | no rejection · independent | |
| -1.650 | 169 | no rejection · independent | |
| -1.294 | 169 | no rejection · independent | |
| -0.775 | 169 | no rejection · independent | |
| -0.626 | 169 | no rejection · independent | |
| -0.492 | 169 | no rejection · independent | |
| -0.460 | 169 | no rejection · independent | |
| -0.269 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-ger-kor-2026-06-14-btts · fresh · feed 0s oldrealized vol (ann.)
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max drawdown
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sharpe
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ulcer index
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RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
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Cornish-Fisher
martin ratio
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ret / ulcer
CDaR 95%
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cond. drawdown
gain/pain
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Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
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upside/downside
roll spread
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implied (price-only)
bars used
0
insufficient
spread
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24h Δ
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flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-fifwc-ger-kor-2026-06-14-btts/bundle · venue execution: polymarket →