TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Morocco win Group C in 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 · “group · fifa · cup” (8 markets)
Top terms: groupfifacupworldmoroccosports
- Will Morocco win on 2026-06-19?55.5¢ YES · $34.9k 24h
- ★ Will Morocco win Group C in the 2026 FIFA World Cup?29.5¢ YES · $56.8k 24h
- Will Morocco win the 2026 FIFA World Cup?2.1¢ YES · $3.45M 24h
- Will Scotland win Group C in the 2026 FIFA World Cup?10.1¢ YES · $39.7k 24h
- Will Scotland win the 2026 FIFA World Cup?0.3¢ YES · $6.84M 24h
- Will Switzerland win Group B in the 2026 FIFA World Cup?46.5¢ YES · $84.7k 24h
- Will Türkiye win Group D in the 2026 FIFA World Cup?7.5¢ YES · $60.5k 24h
- Will USA win Group D in the 2026 FIFA World Cup?71.5¢ YES · $32.8k 24h
§2 · Engle-Granger cointegration screen (7 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 |
|---|---|---|---|
| -6.287 | 169 | ▲ cointegrated · pair candidate | |
| -6.209 | 169 | ▲ cointegrated · pair candidate | |
| -4.590 | 169 | ▲ cointegrated · pair candidate | |
| -4.410 | 169 | ▲ cointegrated · pair candidate | |
| -2.790 | 169 | no rejection · independent | |
| -1.395 | 169 | no rejection · independent | |
| -0.731 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-morocco-win-group-c-in-the-2026-fifa-world-cup · fresh · feed 0s oldrealized 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
0
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-will-morocco-win-group-c-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →