TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Netherlands vs. Japan: O/U 0.5
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 · “netherlands · japan · score” (42 markets)
Top terms: netherlandsjapanscoreexactmarketshalftime
- Netherlands vs. Japan: O/U 8.5 Total Corners44.5¢ YES · $33.2k 24h
- Netherlands vs. Japan: O/U 9.5 Total Corners22.0¢ YES · $86.7k 24h
- Will Netherlands vs. Japan end in a draw?19.5¢ YES · $1.03M 24h
- Exact Score: Netherlands 0 - 0 Japan?0.5¢ YES · $166.0k 24h
- Exact Score: Netherlands 0 - 1 Japan?0.5¢ YES · $158.8k 24h
- Exact Score: Netherlands 0 - 2 Japan?0.1¢ YES · $66.2k 24h
- Exact Score: Netherlands 0 - 3 Japan?1.4¢ YES · $44.3k 24h
- Exact Score: Netherlands 1 - 0 Japan?28.0¢ YES · $170.3k 24h
- Exact Score: Netherlands 1 - 1 Japan?16.5¢ YES · $174.4k 24h
- Exact Score: Netherlands 1 - 2 Japan?5.0¢ YES · $211.2k 24h
- Exact Score: Netherlands 1 - 3 Japan?1.7¢ YES · $77.3k 24h
- Exact Score: Netherlands 2 - 0 Japan?20.0¢ YES · $146.6k 24h
- Exact Score: Netherlands 2 - 1 Japan?37.5¢ YES · $308.8k 24h
- Exact Score: Netherlands 2 - 2 Japan?3.1¢ YES · $153.9k 24h
- Exact Score: Netherlands 2 - 3 Japan?1.8¢ YES · $96.8k 24h
- Exact Score: Netherlands 3 - 0 Japan?7.1¢ YES · $116.5k 24h
- Exact Score: Netherlands 3 - 1 Japan?4.1¢ YES · $114.0k 24h
- Exact Score: Netherlands 3 - 2 Japan?0.9¢ YES · $130.6k 24h
- Exact Score: Netherlands 3 - 3 Japan?1.7¢ YES · $181.5k 24h
- Exact Score: Any Other Score?2.3¢ YES · $78.0k 24h
- Netherlands vs. Japan: 1st Half O/U 0.50.1¢ YES · $149.9k 24h
- Netherlands vs. Japan: 1st Half O/U 1.50.1¢ YES · $31.3k 24h
- Netherlands to score first vs. Japan?99.5¢ YES · $28.0k 24h
- Japan leading at halftime?0.1¢ YES · $150.8k 24h
- Netherlands vs. Japan: Draw at halftime?100.0¢ YES · $155.8k 24h
- Netherlands leading at halftime?0.1¢ YES · $164.8k 24h
- Will Japan win on 2026-06-14?5.5¢ YES · $3.43M 24h
- Will Netherlands win on 2026-06-14?76.5¢ YES · $15.03M 24h
- Spread: Japan (-1.5)1.5¢ YES · $124.4k 24h
- Spread: Japan (-2.5)0.4¢ YES · $132.3k 24h
- Spread: Netherlands (-1.5)29.5¢ YES · $810.1k 24h
- Spread: Netherlands (-2.5)9.3¢ YES · $139.1k 24h
- Netherlands vs. Japan: Japan O/U 0.544.0¢ YES · $272.1k 24h
- Netherlands vs. Japan: Japan O/U 1.510.5¢ YES · $34.7k 24h
- Netherlands vs. Japan: Netherlands O/U 0.599.5¢ YES · $29.9k 24h
- Netherlands vs. Japan: Netherlands O/U 1.551.5¢ YES · $33.5k 24h
- ★ Netherlands vs. Japan: O/U 0.5100.0¢ YES · $526.8k 24h
- Netherlands vs. Japan: O/U 1.599.5¢ YES · $651.6k 24h
- Netherlands vs. Japan: O/U 2.599.5¢ YES · $2.23M 24h
- Netherlands vs. Japan: O/U 3.511.5¢ YES · $160.0k 24h
- Netherlands vs. Japan: O/U 4.52.6¢ YES · $96.5k 24h
- Netherlands vs. Japan: O/U 5.50.5¢ YES · $57.4k 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 |
|---|---|---|---|
| -14.874 | 169 | ▲ cointegrated · pair candidate | |
| -14.628 | 169 | ▲ cointegrated · pair candidate | |
| -14.112 | 169 | ▲ cointegrated · pair candidate | |
| -13.799 | 97 | ▲ cointegrated · pair candidate | |
| -12.925 | 97 | ▲ cointegrated · pair candidate | |
| -11.991 | 169 | ▲ cointegrated · pair candidate | |
| -11.761 | 169 | ▲ cointegrated · pair candidate | |
| -11.247 | 169 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · fifwc-nld-jpn-2026-06-14-total-0pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1771.71%
max drawdown
16.22%
sharpe
—
ulcer index
8.20%
RMS drawdown
pain index
5.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.22%
cond. drawdown
gain/pain
1.47
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.47
upside/downside
roll spread
5.1 bps
implied (price-only)
bars used
315
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-nld-jpn-2026-06-14-total-0pt5/bundle · venue execution: polymarket →