TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Netherlands vs. Japan end in a draw?

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 · “japan · netherlands · exact” (27 markets)

Top terms: japannetherlandsexactscoremarketsspread

★ Will Netherlands vs. Japan end in a draw?28.5¢ YES · $403.9k 24h
Exact Score: Netherlands 0 - 0 Japan?8.5¢ YES · $42.1k 24h
Exact Score: Netherlands 0 - 1 Japan?8.5¢ YES · $42.5k 24h
Exact Score: Netherlands 0 - 2 Japan?4.2¢ YES · $41.0k 24h
Exact Score: Netherlands 0 - 3 Japan?1.1¢ YES · $29.3k 24h
Exact Score: Netherlands 1 - 0 Japan?11.5¢ YES · $54.5k 24h
Exact Score: Netherlands 1 - 1 Japan?14.5¢ YES · $100.6k 24h
Exact Score: Netherlands 1 - 2 Japan?8.5¢ YES · $130.5k 24h
Exact Score: Netherlands 1 - 3 Japan?2.5¢ YES · $45.5k 24h
Exact Score: Netherlands 2 - 0 Japan?8.5¢ YES · $54.7k 24h
Exact Score: Netherlands 2 - 1 Japan?9.5¢ YES · $192.1k 24h
Exact Score: Netherlands 2 - 2 Japan?5.9¢ YES · $44.6k 24h
Exact Score: Netherlands 2 - 3 Japan?2.1¢ YES · $52.9k 24h
Exact Score: Netherlands 3 - 0 Japan?3.7¢ YES · $43.4k 24h
Exact Score: Netherlands 3 - 1 Japan?4.5¢ YES · $46.6k 24h
Exact Score: Netherlands 3 - 2 Japan?2.8¢ YES · $48.0k 24h
Exact Score: Netherlands 3 - 3 Japan?1.6¢ YES · $131.5k 24h
Exact Score: Any Other Score?7.9¢ YES · $52.4k 24h
Will Japan win on 2026-06-14?26.5¢ YES · $1.62M 24h
Will Netherlands win on 2026-06-14?45.5¢ YES · $2.44M 24h
Spread: Japan (-1.5)9.5¢ YES · $51.2k 24h
Spread: Japan (-2.5)2.5¢ YES · $44.5k 24h
Spread: Netherlands (-1.5)22.5¢ YES · $153.9k 24h
Netherlands vs. Japan: O/U 0.592.5¢ YES · $39.6k 24h
Netherlands vs. Japan: O/U 1.572.5¢ YES · $49.7k 24h
Netherlands vs. Japan: O/U 2.545.5¢ YES · $322.4k 24h
Netherlands vs. Japan: O/U 3.525.5¢ YES · $43.8k 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
Exact Score: Netherlands 0 - 2 Japan?	-3.579	169	▲ cointegrated · pair candidate
Exact Score: Netherlands 1 - 3 Japan?	-1.543	169	no rejection · independent
Exact Score: Netherlands 1 - 1 Japan?	-1.055	169	no rejection · independent
Exact Score: Netherlands 0 - 1 Japan?	-0.857	169	no rejection · independent
Exact Score: Netherlands 1 - 2 Japan?	-0.810	169	no rejection · independent
Exact Score: Netherlands 0 - 0 Japan?	-0.506	169	no rejection · independent
Exact Score: Netherlands 1 - 0 Japan?	-0.456	169	no rejection · independent
Exact Score: Netherlands 0 - 3 Japan?	-0.437	169	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-draw · fresh · feed 0s old

realized 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

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ret / CDaR

omega (θ=0)

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upside/downside

roll spread

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implied (price-only)

bars used

insufficient

spread

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24h Δ

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flow lean

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carry

flat

signalNEUTRALconfidence 0%

insufficient history for risk metrics — directional read only

Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-draw/bundle · venue execution: polymarket →