TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Hurricanes vs. Golden Knights

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 · “hurricanes · golden · knights” (4 markets)

Top terms: hurricanesgoldenknightsvegasnhlstanley

★ Hurricanes vs. Golden Knights52.5¢ YES · $64.4k 24h
Spread: Hurricanes (-1.5)31.5¢ YES · $44.5k 24h
Hurricanes vs. Golden Knights: O/U 5.554.5¢ YES · $41.8k 24h
Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?20.5¢ YES · $104.5k 24h

§2 · Engle-Granger cointegration screen (3 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
Spread: Hurricanes (-1.5)	-21.280	65	▲ cointegrated · pair candidate
Hurricanes vs. Golden Knights: O/U 5.5	-10.812	101	▲ cointegrated · pair candidate
Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?	-10.502	101	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · nhl-car-las-2026-06-14 · fresh · feed 0s old

realized vol (ann.)

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max drawdown

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sharpe

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ulcer index

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RMS drawdown

pain index

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mean drawdown

mod. VaR 95%

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Cornish-Fisher

martin ratio

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ret / ulcer

CDaR 95%

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cond. drawdown

gain/pain

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Σgain / Σ|loss|

sterling

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ret / CDaR

omega (θ=0)

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upside/downside

roll spread

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implied (price-only)

bars used

insufficient

spread

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24h Δ

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flow lean

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carry

flat

signalNEUTRALconfidence 0%

insufficient history for risk metrics — directional read only

Same bundle via M2M API: /api/m2m/pm-nhl-car-las-2026-06-14/bundle · venue execution: polymarket →