TF-IDF basket · Engle-Granger pairs · Polymarket

Related to LoL: T1 vs Gen.G (BO5) - LCK Road to MSI

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 · “gen · t1 · lol” (7 markets)

Top terms: gent1lollckroadmsi

§2 · Engle-Granger cointegration screen (6 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.

Peert-statnVerdict
Games Total: O/U 4.5-8.55526▲ cointegrated · pair candidate
Game Handicap: GEN (-1.5) vs T1 (+1.5)-7.41526▲ cointegrated · pair candidate
LoL: T1 vs Gen.G - Game 4 Winner-6.83326▲ cointegrated · pair candidate
LoL: T1 vs Gen.G - Game 3 Winner-6.62126▲ cointegrated · pair candidate
Games Total: O/U 3.5-5.99726▲ cointegrated · pair candidate
Game Handicap: GEN (-2.5) vs T1 (+2.5)-5.32626▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · lol-t1-gen-2026-06-14 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1707.31%
max drawdown
53.06%
sharpe
—
ulcer index
19.19%
RMS drawdown
pain index
11.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
47.40%
cond. drawdown
gain/pain
1.04
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.04
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-t1-gen-2026-06-14/bundle · venue execution: polymarket →