TF-IDF basket · Engle-Granger pairs · Polymarket
Related to LoL: LYON vs Team Liquid (BO5) - LCS Playoffs
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 · “playoffs · esports · lol” (8 markets)
Top terms: playoffsesportslolgamesportsmasters
- LoL: Galions vs Eintracht Spandau (BO5) - EMEA Masters Playoffs80.5¢ YES · $63.1k 24h
- Game Handicap: GAL (-1.5) vs Eintracht Spandau (+1.5)65.0¢ YES · $29.6k 24h
- LoL: Galions vs Eintracht Spandau - Game 1 Winner67.5¢ YES · $29.8k 24h
- ★ LoL: LYON vs Team Liquid (BO5) - LCS Playoffs53.5¢ YES · $162.9k 24h
- LoL: Solary vs UCAM Esports Club (BO5) - EMEA Masters Playoffs93.5¢ YES · $35.7k 24h
- Game Handicap: SLY (-2.5) vs UCAM Esports Club (+2.5)50.5¢ YES · $32.0k 24h
- Valorant: G2 Esports vs FUT Esports (BO3) - VCT Masters London Playoffs63.5¢ YES · $36.0k 24h
- Valorant: Leviatán Esports vs Team Heretics (BO3) - VCT Masters London Playoffs62.5¢ YES · $213.0k 24h
§2 · Engle-Granger cointegration screen (0 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.
Not enough history to test pairs (minimum 24 aligned points required).
▸ Advanced metrics · M2M bundle
polymarket · lol-ly-tl2-2026-06-14 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
80.97%
max drawdown
3.74%
sharpe
—
ulcer index
1.57%
RMS drawdown
pain index
1.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.74%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1338
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-lol-ly-tl2-2026-06-14/bundle · venue execution: polymarket →