TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Aurora win IEM Cologne Major 2026?
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 · “counter · strike · iem” (16 markets)
Top terms: counterstrikeiemcolognemajorbo3
- Counter-Strike: Aurora Gaming vs FURIA (BO3) - IEM Cologne Major Playoffs39.5¢ YES · $378.6k 24h
- Counter-Strike: ECHO vs Inner Circle Esports (BO3) - Stake Ranked Episode 3: Closed Qualifier Playoffs34.5¢ YES · $24.5k 24h
- Counter-Strike: FOKUS vs CYBERSHOKE Esports (BO3) - Stake Ranked Episode 3: Closed Qualifier Playoffs72.0¢ YES · $75.4k 24h
- Counter-Strike: GenOne vs 100 Thieves (BO3) - CCT Europe Series #4 Playoffs30.5¢ YES · $35.4k 24h
- Counter-Strike: KOLESIE vs INOX Division (BO3) - European Pro League Series 7 Playoffs36.5¢ YES · $15.9k 24h
- Counter-Strike: Gentle Mates vs ex-RUBY (BO3) - CCT Europe Series #4 Playoffs63.5¢ YES · $80.3k 24h
- Counter-Strike: Team Nemesis vs TDK (BO3) - CCT Europe Series #4 Playoffs66.5¢ YES · $47.0k 24h
- Counter-Strike: Team Nemesis vs TDK - Map 1 Winner100.0¢ YES · $70.5k 24h
- Counter-Strike: Spirit vs Team Falcons (BO3) - IEM Cologne Major Playoffs57.5¢ YES · $328.3k 24h
- Counter-Strike: Spirit vs Team Falcons - Map 1 Winner52.5¢ YES · $23.0k 24h
- Counter-Strike: Spirit vs Team Falcons - Map 2 Winner59.5¢ YES · $18.2k 24h
- ★ Will Aurora win IEM Cologne Major 2026?11.2¢ YES · $108.6k 24h
- Will Falcons win IEM Cologne Major 2026?27.5¢ YES · $175.3k 24h
- Will FURIA win IEM Cologne Major 2026?22.3¢ YES · $77.6k 24h
- Will Spirit reach the Grand Final at IEM Cologne Major 2026?55.5¢ YES · $22.2k 24h
- Will Team Spirit win IEM Cologne Major 2026?34.8¢ YES · $250.0k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -2.845 | 37 | no rejection · independent | |
| -1.679 | 29 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-aurora-win-iem-cologne-major-2026 · fresh · feed 15s old24h sparkline · 60 pts▼ —
realized vol (ann.)
34.34%
max drawdown
5.58%
sharpe
—
ulcer index
3.51%
RMS drawdown
pain index
2.90%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.82%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
488
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
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