TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Spread: Netherlands (-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 · exact” (39 markets)
Top terms: japannetherlandsexactscoremarketsspread
- Netherlands vs. Japan: O/U 8.5 Total Corners57.5¢ YES · $25.3k 24h
- Netherlands vs. Japan: O/U 9.5 Total Corners39.5¢ YES · $76.9k 24h
- Will Netherlands vs. Japan end in a draw?31.5¢ YES · $592.8k 24h
- Exact Score: Netherlands 0 - 0 Japan?8.5¢ YES · $73.5k 24h
- Exact Score: Netherlands 0 - 1 Japan?8.0¢ YES · $73.8k 24h
- Exact Score: Netherlands 0 - 2 Japan?4.5¢ YES · $59.2k 24h
- Exact Score: Netherlands 0 - 3 Japan?0.7¢ YES · $44.0k 24h
- Exact Score: Netherlands 1 - 0 Japan?12.0¢ YES · $84.5k 24h
- Exact Score: Netherlands 1 - 1 Japan?14.0¢ YES · $157.4k 24h
- Exact Score: Netherlands 1 - 2 Japan?6.5¢ YES · $200.0k 24h
- Exact Score: Netherlands 1 - 3 Japan?1.9¢ YES · $75.8k 24h
- Exact Score: Netherlands 2 - 0 Japan?9.5¢ YES · $131.1k 24h
- Exact Score: Netherlands 2 - 1 Japan?10.5¢ YES · $274.2k 24h
- Exact Score: Netherlands 2 - 2 Japan?5.5¢ YES · $149.4k 24h
- Exact Score: Netherlands 2 - 3 Japan?1.8¢ YES · $93.8k 24h
- Exact Score: Netherlands 3 - 0 Japan?3.8¢ YES · $112.5k 24h
- Exact Score: Netherlands 3 - 1 Japan?5.4¢ YES · $106.5k 24h
- Exact Score: Netherlands 3 - 2 Japan?2.3¢ YES · $127.1k 24h
- Exact Score: Netherlands 3 - 3 Japan?2.2¢ YES · $181.4k 24h
- Exact Score: Any Other Score?8.9¢ YES · $71.8k 24h
- Netherlands vs. Japan: 1st Half O/U 0.558.5¢ YES · $71.2k 24h
- Netherlands vs. Japan: 1st Half O/U 1.510.0¢ YES · $25.8k 24h
- Japan leading at halftime?19.5¢ YES · $131.1k 24h
- Netherlands leading at halftime?32.5¢ YES · $83.3k 24h
- Will Japan win on 2026-06-14?24.5¢ YES · $2.76M 24h
- Will Netherlands win on 2026-06-14?44.5¢ YES · $14.10M 24h
- Spread: Japan (-1.5)8.5¢ YES · $90.9k 24h
- Spread: Japan (-2.5)2.1¢ YES · $103.8k 24h
- ★ Spread: Netherlands (-1.5)17.5¢ YES · $732.0k 24h
- Spread: Netherlands (-2.5)7.5¢ YES · $78.4k 24h
- Netherlands vs. Japan: Japan O/U 0.566.0¢ YES · $160.8k 24h
- Netherlands vs. Japan: Japan O/U 1.521.0¢ YES · $28.5k 24h
- Netherlands vs. Japan: Netherlands O/U 1.534.5¢ YES · $28.8k 24h
- Netherlands vs. Japan: O/U 0.592.5¢ YES · $232.1k 24h
- Netherlands vs. Japan: O/U 1.571.5¢ YES · $233.2k 24h
- Netherlands vs. Japan: O/U 2.531.5¢ YES · $2.04M 24h
- Netherlands vs. Japan: O/U 3.522.5¢ YES · $114.4k 24h
- Netherlands vs. Japan: O/U 4.59.5¢ YES · $31.6k 24h
- Netherlands vs. Japan: O/U 5.53.5¢ YES · $42.8k 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 |
|---|---|---|---|
| -5.628 | 169 | ▲ cointegrated · pair candidate | |
| -4.292 | 96 | ▲ cointegrated · pair candidate | |
| -3.005 | 96 | no rejection · independent | |
| -2.240 | 169 | no rejection · independent | |
| -1.900 | 169 | no rejection · independent | |
| -0.395 | 169 | no rejection · independent | |
| -0.111 | 169 | no rejection · independent | |
| 0.000 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-nld-jpn-2026-06-14-spread-home-1pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
220.61%
max drawdown
8.16%
sharpe
—
ulcer index
4.60%
RMS drawdown
pain index
2.59%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
8.16%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
11.8 bps
implied (price-only)
bars used
145
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-home-1pt5/bundle · venue execution: polymarket →