TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the Vegas Golden Knights win the 2026 NHL Stanley 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 · “hurricanes · golden · knights” (4 markets)
Top terms: hurricanesgoldenknightsvegasnhlstanley
- Hurricanes vs. Golden Knights52.5¢ YES · $91.7k 24h
- Spread: Hurricanes (-1.5)31.5¢ YES · $57.6k 24h
- Hurricanes vs. Golden Knights: O/U 5.555.5¢ YES · $97.3k 24h
- ★ Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?20.8¢ YES · $120.4k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -4.161 | 103 | ▲ cointegrated · pair candidate | |
| -3.181 | 103 | no rejection · independent | |
| -2.394 | 67 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
36.99%
max drawdown
0.48%
sharpe
—
ulcer index
0.24%
RMS drawdown
pain index
0.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.48%
cond. drawdown
gain/pain
4.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
4.25
upside/downside
roll spread
1.6 bps
implied (price-only)
bars used
388
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/bundle · venue execution: polymarket →