TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the San Francisco Giants win the 2026 World Series?
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 · “francisco · giants · san” (3 markets)
Top terms: franciscogiantssancubschicagoseries
- Chicago Cubs vs. San Francisco Giants28.5¢ YES · $217.8k 24h
- Spread: San Francisco Giants (-1.5)47.5¢ YES · $45.4k 24h
- ★ Will the San Francisco Giants win the 2026 World Series?0.4¢ YES · $30.6k 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 |
|---|---|---|---|
| -1.966 | 152 | no rejection · independent | |
| -0.814 | 28 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-san-francisco-giants-win-the-2026-world-series · fresh · feed 0s 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
172
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-san-francisco-giants-win-the-2026-world-series/bundle · venue execution: polymarket →