TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Haiti win the 2026 FIFA World Cup?
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 · “brazil · haiti · win” (7 markets)
Top terms: brazilhaitiwinfifacupworld
- Will Brazil win on 2026-06-19?87.5¢ YES · $40.4k 24h
- Will Haiti win on 2026-06-19?4.0¢ YES · $28.2k 24h
- Spread: Brazil (-2.5)49.5¢ YES · $27.4k 24h
- Will Morocco win on 2026-06-19?55.5¢ YES · $30.5k 24h
- Will Brazil win Group C in the 2026 FIFA World Cup?59.5¢ YES · $44.1k 24h
- Will Brazil win the 2026 FIFA World Cup?7.4¢ YES · $2.33M 24h
- ★ Will Haiti win the 2026 FIFA World Cup?0.1¢ YES · $172.5k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -2.038 | 169 | no rejection · independent | |
| -0.373 | 169 | no rejection · independent | |
| 0.451 | 169 | no rejection · independent | |
| 0.666 | 169 | no rejection · independent | |
| 0.682 | 169 | no rejection · independent | |
| 0.851 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-haiti-win-the-2026-fifa-world-cup · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-will-haiti-win-the-2026-fifa-world-cup/bundle · venue execution: polymarket →