TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Valorant: Leviatán Esports vs Team Heretics (BO3) - VCT Masters London 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 · “esports · game · lol” (12 markets)
Top terms: esportsgamelolsportsbilibilitop
- LoL: Galions vs Eintracht Spandau (BO5) - EMEA Masters Playoffs80.5¢ YES · $40.7k 24h
- Game Handicap: GAL (-1.5) vs Eintracht Spandau (+1.5)66.0¢ YES · $26.5k 24h
- LoL: LYON vs Team Liquid (BO5) - LCS Playoffs52.5¢ YES · $86.5k 24h
- LoL: Solary vs UCAM Esports Club (BO5) - EMEA Masters Playoffs89.5¢ YES · $25.7k 24h
- Game Handicap: SLY (-2.5) vs UCAM Esports Club (+2.5)54.0¢ YES · $26.3k 24h
- LoL: Top Esports vs Bilibili Gaming (BO5) - LPL Playoffs0.1¢ YES · $1.03M 24h
- Game Handicap: BLG (-1.5) vs Top Esports (+1.5)100.0¢ YES · $49.6k 24h
- LoL: Top Esports vs Bilibili Gaming - Game 1 Winner0.1¢ YES · $483.8k 24h
- LoL: Top Esports vs Bilibili Gaming - Game 2 Winner0.1¢ YES · $876.6k 24h
- LoL: Top Esports vs Bilibili Gaming - Game 3 Winner0.1¢ YES · $686.6k 24h
- LoL: Top Esports vs Bilibili Gaming - Game 4 Winner49.5¢ YES · $68.7k 24h
- ★ Valorant: Leviatán Esports vs Team Heretics (BO3) - VCT Masters London Playoffs49.5¢ YES · $54.1k 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 |
|---|---|---|---|
| -2.648 | 24 | no rejection · independent | |
| -2.388 | 24 | no rejection · independent | |
| -2.265 | 24 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · val-lev1-th1-2026-06-14 · fresh · feed 11s old24h sparkline · 60 pts▼ —
realized vol (ann.)
94.35%
max drawdown
9.35%
sharpe
—
ulcer index
4.79%
RMS drawdown
pain index
4.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.73%
cond. drawdown
gain/pain
0.33
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.33
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1968
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-val-lev1-th1-2026-06-14/bundle · venue execution: polymarket →