TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Trump announces US x Iran ceasefire over by June 30?
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 · “announces · agreement · us” (21 markets)
Top terms: announcesagreementusceasefireiranextension
- Trump announces US x Iran ceasefire over by June 15?1.8¢ YES · $144.2k 24h
- ★ Trump announces US x Iran ceasefire over by June 30?10.5¢ YES · $69.6k 24h
- Trump out as President by June 30?0.7¢ YES · $135.6k 24h
- US and Iran sign an agreement by July 31, 2026?82.0¢ YES · $27.2k 24h
- US and Iran sign an agreement by June 15, 2026?22.5¢ YES · $43.5k 24h
- US and Iran sign an agreement by June 30, 2026?64.0¢ YES · $41.0k 24h
- US announces new Iran agreement/ceasefire extension by July 31?83.5¢ YES · $159.9k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $938.5k 24h
- US announces new Iran agreement/ceasefire extension by June 13?3.5¢ YES · $2.41M 24h
- US announces new Iran agreement/ceasefire extension by June 1413.5¢ YES · $957.6k 24h
- US announces new Iran agreement/ceasefire extension by June 15?27.0¢ YES · $466.3k 24h
- US announces new Iran agreement/ceasefire extension by June 16?36.0¢ YES · $89.9k 24h
- US announces new Iran agreement/ceasefire extension by June 17?49.0¢ YES · $46.5k 24h
- US announces new Iran agreement/ceasefire extension by June 18?48.0¢ YES · $66.8k 24h
- US announces new Iran agreement/ceasefire extension by June 19?53.5¢ YES · $73.1k 24h
- US announces new Iran agreement/ceasefire extension by June 30?73.0¢ YES · $311.8k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by July 31, 2026?77.5¢ YES · $244.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 15, 2026?23.0¢ YES · $297.7k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 18, 2026?43.0¢ YES · $58.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 21, 2026?51.5¢ YES · $33.0k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 30, 2026?65.5¢ YES · $232.2k 24h
§2 · Engle-Granger cointegration screen (8 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 |
|---|---|---|---|
| -5.048 | 138 | ▲ cointegrated · pair candidate | |
| -3.501 | 72 | ▲ cointegrated · pair candidate | |
| -3.262 | 138 | no rejection · independent | |
| -3.099 | 70 | no rejection · independent | |
| -2.920 | 70 | no rejection · independent | |
| -2.843 | 70 | no rejection · independent | |
| -2.287 | 138 | no rejection · independent | |
| -1.853 | 138 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219 · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
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ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
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implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219/bundle · venue execution: polymarket →