TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Spread: Japan (-1.5)
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 · “japan · netherlands · score” (26 markets)
Top terms: japannetherlandsscoreexactmarketsspread
- Netherlands vs. Japan: O/U 9.5 Total Corners45.0¢ YES · $37.7k 24h
- Will Netherlands vs. Japan end in a draw?27.5¢ YES · $318.2k 24h
- Exact Score: Netherlands 0 - 0 Japan?8.5¢ YES · $32.7k 24h
- Exact Score: Netherlands 0 - 1 Japan?9.5¢ YES · $33.2k 24h
- Exact Score: Netherlands 0 - 2 Japan?4.5¢ YES · $30.8k 24h
- Exact Score: Netherlands 1 - 0 Japan?11.5¢ YES · $39.8k 24h
- Exact Score: Netherlands 1 - 1 Japan?14.5¢ YES · $64.5k 24h
- Exact Score: Netherlands 1 - 2 Japan?8.5¢ YES · $112.2k 24h
- Exact Score: Netherlands 1 - 3 Japan?2.4¢ YES · $35.5k 24h
- Exact Score: Netherlands 2 - 0 Japan?9.5¢ YES · $37.5k 24h
- Exact Score: Netherlands 2 - 1 Japan?12.5¢ YES · $114.1k 24h
- Exact Score: Netherlands 2 - 2 Japan?5.8¢ YES · $30.3k 24h
- Exact Score: Netherlands 2 - 3 Japan?2.3¢ YES · $38.2k 24h
- Exact Score: Netherlands 3 - 0 Japan?3.1¢ YES · $28.0k 24h
- Exact Score: Netherlands 3 - 1 Japan?5.3¢ YES · $32.8k 24h
- Exact Score: Netherlands 3 - 2 Japan?3.0¢ YES · $29.7k 24h
- Exact Score: Netherlands 3 - 3 Japan?1.1¢ YES · $34.1k 24h
- Exact Score: Any Other Score?5.4¢ YES · $41.3k 24h
- Will Japan win on 2026-06-14?25.5¢ YES · $1.16M 24h
- Will Netherlands win on 2026-06-14?46.5¢ YES · $988.8k 24h
- ★ Spread: Japan (-1.5)9.5¢ YES · $47.7k 24h
- Spread: Japan (-2.5)2.6¢ YES · $38.9k 24h
- Spread: Netherlands (-1.5)22.5¢ YES · $135.1k 24h
- Netherlands vs. Japan: O/U 1.572.5¢ YES · $35.9k 24h
- Netherlands vs. Japan: O/U 2.545.5¢ YES · $262.7k 24h
- Netherlands vs. Japan: O/U 3.524.5¢ YES · $29.4k 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 |
|---|---|---|---|
| -4.813 | 169 | ▲ cointegrated · pair candidate | |
| -4.787 | 169 | ▲ cointegrated · pair candidate | |
| -4.780 | 169 | ▲ cointegrated · pair candidate | |
| -4.701 | 169 | ▲ cointegrated · pair candidate | |
| -4.684 | 169 | ▲ cointegrated · pair candidate | |
| -4.622 | 169 | ▲ cointegrated · pair candidate | |
| -4.590 | 169 | ▲ cointegrated · pair candidate | |
| -2.378 | 92 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-nld-jpn-2026-06-14-spread-away-1pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1991
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-nld-jpn-2026-06-14-spread-away-1pt5/bundle · venue execution: polymarket →