TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Switzerland win Group B 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 · “fifa · cup · world” (8 markets)
Top terms: fifacupworldmoroccogroupsports
- Will Morocco win on 2026-06-19?55.5¢ YES · $31.2k 24h
- Will Morocco win Group C in the 2026 FIFA World Cup?28.5¢ YES · $50.4k 24h
- Will Morocco win the 2026 FIFA World Cup?2.3¢ YES · $3.36M 24h
- Will Scotland win Group C in the 2026 FIFA World Cup?10.4¢ YES · $34.7k 24h
- Will Scotland win the 2026 FIFA World Cup?0.3¢ YES · $6.66M 24h
- ★ Will Switzerland win Group B in the 2026 FIFA World Cup?46.5¢ YES · $99.7k 24h
- Will Switzerland win the 2026 FIFA World Cup?0.9¢ YES · $3.12M 24h
- Will Türkiye win Group D in the 2026 FIFA World Cup?7.5¢ YES · $62.1k 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 |
|---|---|---|---|
| -6.556 | 169 | ▲ cointegrated · pair candidate | |
| -6.237 | 169 | ▲ cointegrated · pair candidate | |
| -5.433 | 169 | ▲ cointegrated · pair candidate | |
| -4.897 | 169 | ▲ cointegrated · pair candidate | |
| -4.203 | 169 | ▲ cointegrated · pair candidate | |
| -2.781 | 169 | no rejection · independent | |
| -2.349 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-switzerland-win-group-a-in-the-2026-fifa-world-cup · fresh · feed 0s old24h sparkline · 60 pts▼ -29.01%
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
-29.01%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -29.01%
Same bundle via M2M API:
/api/m2m/pm-will-switzerland-win-group-a-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →